<SEC-DOCUMENT>0001193125-18-178532.txt : 20180530
<SEC-HEADER>0001193125-18-178532.hdr.sgml : 20180530
<ACCEPTANCE-DATETIME>20180530162358
ACCESSION NUMBER:		0001193125-18-178532
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20180331
FILED AS OF DATE:		20180530
DATE AS OF CHANGE:		20180530
EFFECTIVENESS DATE:		20180530

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			PIMCO STRATEGIC INCOME FUND, INC
		CENTRAL INDEX KEY:			0000916183
		IRS NUMBER:				943194834
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			0630

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08216
		FILM NUMBER:		18868426

	BUSINESS ADDRESS:	
		STREET 1:		1633 BROADWAY
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10019
		BUSINESS PHONE:		212 739 4000

	MAIL ADDRESS:	
		STREET 1:		1633 BROADWAY
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10019

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PIMCO STRATEGIC GLOBAL GOVERNMENT FUND INC
		DATE OF NAME CHANGE:	20041005

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	RCM STRATEGIC GLOBAL GOVERNMENT FUND INC
		DATE OF NAME CHANGE:	19931214
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>d534880dnq.htm
<DESCRIPTION>PIMCO STRATEGIC INCOME FUND, INC.
<TEXT>
<HTML><HEAD>
<TITLE>PIMCO Strategic Income Fund, Inc.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="line-height:1.0pt;margin-top:0pt;margin-bottom:0pt;border-bottom:1px solid #000000">&nbsp;</P>
<P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>UNITED STATES </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>SECURITIES AND EXCHANGE COMMISSION </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Washington, D.C. 20549 </B></P> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center>
<P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center> <P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>FORM N-Q
</B></P> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><center> <P STYLE="line-height:6.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.00pt solid #000000;width:21%">&nbsp;</P></center>
<P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>MANAGEMENT INVESTMENT COMPANY </B></P> <P STYLE="font-size:16pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>
<TD WIDTH="48%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="51%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"><B>Investment Company Act File Number:</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>811-08216</B></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"><B>Registrant Name:</B></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><B>PIMCO Strategic Income Fund</B></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Address of Principal Executive Offices:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">1633 Broadway</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">New York, NY 10019</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Name and Address of Agent for Service:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Trent W. Walker</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">650 Newport Center Drive</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Newport Beach, CA 92660</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Registrant&#146;s telephone number, including area code:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">(844) 337-4626</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date of Fiscal Year End:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June 30</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date of Reporting Period:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">March 31, 2018</TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Item&nbsp;1. Schedule of Investments </B></P>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Schedule of Investments </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>PIMCO Strategic Income Fund, Inc. </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">March&nbsp;31, 2018
(Unaudited) </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS AND UNITS, IF ANY) </B></P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="87%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">PRINCIPAL<BR>AMOUNT<BR>(000S)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">MARKET<BR>VALUE<BR>(000S)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>INVESTMENTS IN SECURITIES 380.3% &curren;</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 2.2%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Air Medical Group Holdings, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.015% (LIBOR03M &#043; 4.250%) due 09/07/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Avantor, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.877% (LIBOR03M &#043; 4.000%) due 11/21/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Beacon Roofing Supply, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.936% (LIBOR03M &#043; 2.250%) due 01/02/2025 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Caesars Resort Collection LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.627% (LIBOR03M &#043; 2.750%) due 12/22/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>California Resources Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.572% (LIBOR03M &#043; 4.750%) due 12/31/2022 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Centene Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">TBD% due 09/13/2018</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Core&nbsp;&amp; Main LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.006% - 5.211% (LIBOR03M &#043; 3.000%) due 08/01/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Crown Americas LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">TBD% due 01/29/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Dubai World</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">TBD% due 09/30/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Forbes Energy Services LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.000% - 7.000% due 04/13/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Frontier Communications Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.630% (LIBOR03M &#043; 3.750%) due 06/15/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>iHeartCommunications, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">TBD% due 01/30/2019 ^(d)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>MH Sub LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.527% (LIBOR03M &#043; 3.750%) due 09/13/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Ply Gem Industries, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">TBD% due 03/28/2025 &laquo;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Sequa Mezzanine Holdings LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.071% (LIBOR03M &#043; 5.000%) due 11/28/2021 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">10.752% (LIBOR03M &#043; 9.000%) due 04/28/2022 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Sinclair Broadcast Group, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">TBD% due 12/12/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>SS&amp;C Technologies, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">TBD% due 02/28/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Unitymedia Hessen GmbH&nbsp;&amp; Co. KG</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.750% (EUR003M &#043; 2.750%) due 01/15/2027 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>UPC Financing Partnership</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.277% (LIBOR03M &#043; 2.500%) due 01/15/2026 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>West Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.877% (LIBOR03M &#043; 4.000%) due 10/10/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Loan Participations and Assignments<BR>(Cost $7,367)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,197</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>CORPORATE BONDS&nbsp;&amp; NOTES 23.5%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>BANKING&nbsp;&amp; FINANCE 9.5%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Assurant, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.200% due 09/27/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Athene Holding Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.125% due 01/12/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Avolon Holdings Funding Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 01/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Bank of America Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.875% due 03/15/2028 &#149;(h)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Barclays Bank PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.625% due 11/21/2022 (i)(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">14.000% due 06/15/2019 &#149;(h)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Barclays PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.250% due 01/17/2033</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.875% due 09/15/2024 &#149;(h)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Brookfield Finance, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.900% due 01/25/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.700% due 09/20/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Cantor Fitzgerald LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.875% due 10/15/2019 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>CIT Group, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.125% due 03/09/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 03/07/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Deutsche Bank AG</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.250% due 10/14/2021 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Emerald Bay S.A.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% due 10/08/2020 (g)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="86%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Equinix, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.875% due 03/15/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.875% due 02/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Exeter Finance Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.750% due 05/20/2019 &laquo;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.750% due 03/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>HSBC Holdings PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.250% due 03/23/2023 &#149;(h)(i)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 03/23/2028 &#149;(h)(i)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Hudson Pacific Properties LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.950% due 11/01/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Hunt Cos., Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.250% due 02/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Iron Mountain, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 03/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>iStar, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.625% due 09/15/2020</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 09/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Kennedy-Wilson, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.875% due 04/01/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Life Storage LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.875% due 12/15/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>LoanCore Capital Markets LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.875% due 06/01/2020 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>MetLife, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.875% due 03/15/2028 &#149;(h)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Navient Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.875% due 03/25/2021 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 06/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Oppenheimer Holdings, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.750% due 07/01/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Physicians Realty LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.950% due 01/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Pinnacol Assurance</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.625% due 06/25/2034 &laquo;(j)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Royal Bank of Scotland Group PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.625% due 08/15/2021 &#149;(h)(i)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Santander Holdings USA, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.400% due 01/18/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.400% due 07/13/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Sberbank of Russia Via SB Capital S.A.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.125% due 02/07/2022 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>SL Green Realty Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.750% due 03/15/2020 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Spirit Realty LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.450% due 09/15/2026 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Springleaf Finance Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.625% due 03/15/2023 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.125% due 05/15/2022 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.875% due 03/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Starwood Property Trust, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.750% due 03/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>STORE Capital Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.500% due 03/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Vici Properties LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 10/15/2023 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>INDUSTRIALS 10.4%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Air Canada Pass-Through Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.700% due 07/15/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Altice Financing S.A.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.625% due 02/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>American Woodmark Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.875% due 03/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Andeavor Logistics LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.500% due 12/01/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.250% due 12/01/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Anheuser-Busch InBev Worldwide, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.000% due 04/13/2028 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.375% due 04/15/2038 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.600% due 04/15/2048 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.750% due 04/15/2058 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Aramark Services, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.000% due 02/01/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Ball Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.875% due 03/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Berry Global, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.500% due 02/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>BMC Software Finance, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.125% due 07/15/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Caesars Resort Collection LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 10/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>

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<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="87%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Campbell Soup Co.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.645% due 03/16/2020 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.775% due 03/15/2021 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.300% due 03/15/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.650% due 03/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.950% due 03/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.150% due 03/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.800% due 03/15/2048</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Charles River Laboratories International, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 04/01/2026 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Charter Communications Operating LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.200% due 03/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Cheniere Energy Partners LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 10/01/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Cleveland-Cliffs, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.875% due 01/15/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Community Health Systems, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.125% due 08/01/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.250% due 03/31/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Coty, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 04/15/2026 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Crown Americas LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.750% due 02/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>CVS Health Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.687% due 03/09/2020 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.777% due 03/09/2021 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.125% due 03/09/2020</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.350% due 03/09/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.700% due 03/09/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.100% due 03/25/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.300% due 03/25/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.780% due 03/25/2038</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.050% due 03/25/2048</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>CVS Pass-Through Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.507% due 01/10/2032</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>DAE Funding LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.000% due 08/01/2020</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Discovery Communications LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.950% due 03/20/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>EI Group PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.875% due 05/09/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Ensco PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.750% due 02/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Exela Intermediate LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">10.000% due 07/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Frontier Finance PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 03/23/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Full House Resorts, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.575% due 01/31/2024 &laquo;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Harland Clarke Holdings Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.375% due 08/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Hologic, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.375% due 10/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>iHeartCommunications, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.000% due 03/01/2021 ^(d)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;5,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.000% due 09/15/2022 ^(d)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>IHS Markit Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.000% due 03/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Ingevity Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.500% due 02/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Intelsat Jackson Holdings S.A.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.250% due 10/15/2020 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.750% due 07/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Intelsat Luxembourg S.A.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.750% due 06/01/2018</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>IRB Holding Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.750% due 02/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Kinder Morgan, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.300% due 12/01/2034 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.750% due 01/15/2032 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Live Nation Entertainment, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.625% due 03/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Meredith Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.875% due 02/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Netflix, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.875% due 04/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>OI European Group BV</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.000% due 03/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Park Aerospace Holdings Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.625% due 03/15/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.500% due 03/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 08/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 02/15/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Petroleos Mexicanos</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 03/13/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.750% due 09/21/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR></TABLE>

<p Style='page-break-before:always'>
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<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Pisces Midco, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 04/15/2026 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Pitney Bowes, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.700% due 04/01/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Radiate Holdco LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.875% due 02/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Rockpoint Gas Storage Canada Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 03/31/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Scientific Games International, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.000% due 10/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Shelf Drilling Holdings Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.250% due 02/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Sprint Spectrum Co. LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.738% due 09/20/2029</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.152% due 09/20/2029</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Standard Industries, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.750% due 01/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Sunoco LP</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.875% due 01/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>T-Mobile USA, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.750% due 02/01/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Teva Pharmaceutical Finance Netherlands BV</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.250% due 04/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.500% due 03/01/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 04/15/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Transcontinental Gas Pipe Line Co. LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.600% due 03/15/2048</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Tronox, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 04/15/2026 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>UAL Pass-Through Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.636% due 01/02/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>UPCB Finance Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.625% due 06/15/2029</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Valeant Pharmaceuticals International, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 11/01/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 03/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 03/15/2024 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.250% due 04/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>ViaSat, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.625% due 09/15/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Viking Cruises Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.875% due 09/15/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>VOC Escrow Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.000% due 02/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Vrio Finco 1 LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.875% due 04/04/2028 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Western Digital Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.750% due 02/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Wind Tre SpA</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.625% due 01/20/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.750% due 01/20/2024 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Wyndham Hotels&nbsp;&amp; Resorts, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.375% due 04/15/2026 (c)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>UTILITIES 3.6%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>AT&amp;T, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.850% due 02/14/2023 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.400% due 08/14/2024 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.900% due 08/14/2027 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.900% due 08/14/2037 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.150% due 02/14/2050 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.300% due 08/14/2058</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Calpine Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 06/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Frontier Communications Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.500% due 04/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 11/27/2023 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Gazprom OAO Via Gaz Capital S.A.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.625% due 04/28/2034 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Odebrecht Offshore Drilling Finance Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.720% due 12/01/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Petrobras Global Finance BV</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.999% due 01/27/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.125% due 01/17/2022 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.375% due 01/17/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Sprint Capital Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.900% due 05/01/2019</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR></TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="86%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Sprint Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.625% due 03/01/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Corporate Bonds&nbsp;&amp; Notes<BR>(Cost $72,096)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">75,371</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.1%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>ILLINOIS 0.1%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Chicago, Illinois General Obligation Bonds, Series 2014</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.314% due 01/01/2044</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Chicago, Illinois General Obligation Bonds, Series 2017</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.045% due 01/01/2029</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Illinois State General Obligation Bonds, (BABs), Series 2010</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.725% due 04/01/2035</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.350% due 07/01/2035</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Illinois State General Obligation Bonds, Series 2003</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.100% due 06/01/2033</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>WEST VIRGINIA 1.0%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% due 06/01/2047 (g)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.467% due 06/01/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Municipal Bonds&nbsp;&amp; Notes<BR>(Cost $3,152)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,462</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>U.S. GOVERNMENT AGENCIES 266.6%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Fannie Mae</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.578% due 08/25/2054 ~(a)(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">18,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.500% due 12/25/2027 (a)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.940% (H15T1Y &#043; 1.940%) due 12/01/2030 ~(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.260% (H15T1Y &#043; 2.135%) due 09/01/2028 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.369% (H15T1Y &#043; 2.320%) due 12/01/2028 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.538% (H15T1Y &#043; 2.325%) due 11/01/2027 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.933% (H15T1Y &#043; 2.275%) due 03/01/2032 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.250% due 11/25/2024 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.500% due 09/01/2023 - 08/01/2041</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.500% due 07/25/2040 - 04/01/2041 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.000% due 12/01/2018 - 07/25/2038</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.000% due 01/25/2038 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.422% (US0001M &#043; 3.550%) due 07/25/2029 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.436% due 12/25/2042 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 07/25/2024 - 08/01/2037</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 11/25/2032 - 04/25/2035 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.750% due 06/25/2033</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.807% due 08/25/2043 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 09/25/2031 - 01/25/2044</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 12/01/2032 - 06/01/2040 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 10/01/2018 - 11/01/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 06/01/2036 - 07/01/2039 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 10/25/2042 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.850% due 12/18/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 07/01/2021 - 01/01/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 07/01/2036 - 03/25/2045 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 09/25/2041 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 05/01/2022 - 06/25/2044</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 06/19/2041 - 10/25/2042 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.622% (US0001M &#043; 5.750%) due 07/25/2029 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.700% due 03/25/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 09/25/2021 - 06/01/2032</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 06/19/2041 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.500% due 09/25/2021 - 06/25/2030</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.419% due 05/15/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.801% due 07/15/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Fannie Mae, TBA</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.000% due 10/01/2047 - 08/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">193,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">188,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.500% due 10/01/2047 - 09/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">234,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">234,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.000% due 03/01/2048 - 08/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">303,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">310,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Freddie Mac</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% due 07/25/2032 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% due 04/25/2045 - 11/25/2050 (b)(g)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.100% due 02/25/2046 - 11/25/2050 (a)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">149,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.200% due 04/25/2045 (a)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.484% due 11/15/2038 ~(a)(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.774% due 05/15/2038 ~(a)(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.837% due 08/15/2036 ~(a)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.011% due 11/25/2045 ~(a)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.387% (H15T1Y &#043; 2.137%) due 12/01/2026 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.499% (H15T1Y &#043; 2.249%) due 09/01/2031 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.703% (US0012M &#043; 1.783%) due 04/01/2033 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.000% due 02/15/2024</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="87%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 04/01/2039 - 06/15/2041 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 12/15/2028 - 03/15/2035</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 02/15/2032 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 08/01/2021 - 09/01/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 06/15/2031 - 07/15/2032 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 09/25/2043 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.900% due 09/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.950% due 07/15/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 08/01/2021 - 10/25/2043</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 03/15/2029 - 10/01/2031 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.022% (US0001M &#043; 5.150%) due 10/25/2029 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 05/15/2024 - 02/25/2042</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 04/01/2028 - 12/01/2030 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 08/15/2022 - 04/15/2030</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.422% (US0001M &#043; 7.550%) due 12/25/2027 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">12.622% (US0001M &#043; 10.750%) due 03/25/2025 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Freddie Mac, TBA</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.000% due 11/13/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Ginnie Mae</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 04/15/2029 - 12/15/2038</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 07/15/2037 - 11/15/2038 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 11/20/2024 - 10/20/2038</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 04/15/2032 - 05/15/2032 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 04/15/2024 - 06/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 06/15/2023 - 03/15/2029</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 11/15/2021 - 11/15/2022</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.500% due 05/15/2022 - 02/15/2031</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.000% due 05/15/2018 - 01/15/2020</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Ginnie Mae, TBA</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.000% due 09/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Small Business Administration</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.625% due 02/01/2025</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.510% due 11/01/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.780% due 08/01/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.820% due 07/01/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.300% due 06/01/2018</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Vendee Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 03/15/2029</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.750% due 02/15/2026 - 06/15/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 09/15/2030</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total U.S. Government Agencies<BR>(Cost $879,032)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">854,480</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>U.S. TREASURY OBLIGATIONS 18.6%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>U.S. Treasury Notes</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.000% due 08/15/2025 (l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">41,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">39,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.000% due 11/15/2026 (l)(p)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">21,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total U.S. Treasury Obligations<BR>(Cost $62,044)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">59,604</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>NON-AGENCY MORTGAGE-BACKED SECURITIES 41.5%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Adjustable Rate Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.754% due 07/25/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.066% due 08/25/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Banc of America Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.692% due 02/25/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Bancorp Commercial Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.490% due 08/15/2032 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.813% (LIBOR01M &#043; 6.037%) due 11/15/2033 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Barclays Commercial Mortgage Securities Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.777% (LIBOR01M &#043; 5.000%) due 08/15/2027 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>BCAP LLC Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.790% due 07/26/2036 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.629% due 10/26/2033 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.631% due 10/26/2036 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.793% due 06/26/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Bear Stearns ALT-A Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.860% due 08/25/2036 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Bear Stearns Commercial Mortgage Securities Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.607% due 12/11/2040 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.657% due 10/12/2041 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.760% due 04/12/2038 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 05/20/2030 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Citigroup Commercial Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.612% due 12/10/2049 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Citigroup Mortgage Loan Trust, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 09/25/2033</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Citigroup/Deutsche Bank Commercial Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.398% due 12/11/2049 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Commercial Mortgage Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.034% due 12/10/2049 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Commercial Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.505% due 03/10/2039 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.658% due 06/10/2046 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Countrywide Alternative Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.082% (US0001M &#043; 0.210%) due 07/25/2046 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="87%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 05/25/2022 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 07/25/2035 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.512% (US0001M &#043; 0.640%) due 03/25/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.233% due 08/25/2034 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.742% (US0001M &#043; 1.870%) due 03/25/2046 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Countrywide Home Loan Reperforming REMIC Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 06/25/2035 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Credit Suisse First Boston Mortgage-Backed Pass-through Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 02/25/2034</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 03/25/2036 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Epic Drummond Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% (EUR003M &#043; 0.190%) due 01/25/2022 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Eurosail PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.204% (BP0003M &#043; 1.600%) due 09/13/2045 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.854% (BP0003M &#043; 2.250%) due 09/13/2045 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.454% (BP0003M &#043; 3.850%) due 09/13/2045 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>GC Pastor Hipotecario FTA</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% (EUR003M &#043; 0.170%) due 06/21/2046 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>GE Commercial Mortgage Corp. Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.606% due 12/10/2049 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>GMAC Mortgage Corp. Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.070% due 08/19/2034 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>GS Mortgage Securities Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.591% due 10/10/2032 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>GSAA Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 04/01/2034</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>GSMPS Mortgage Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.866% due 06/19/2027 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 06/25/2043</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.000% due 09/19/2027 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>GSR Mortgage Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.202% (US0001M &#043; 0.330%) due 12/25/2034 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.630% (H15T1Y &#043; 1.750%) due 03/25/2033 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 01/25/2034</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>IM Pastor Fondo de Titluzacion Hipotecaria</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% (EUR003M &#043; 0.140%) due 03/22/2043 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>JPMorgan Chase Commercial Mortgage Securities Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.411% due 05/15/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.623% due 05/12/2045</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>JPMorgan Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.800% due 10/25/2036 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 08/25/2022 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.500% due 06/25/2037 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>LB-UBS Commercial Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.350% due 09/15/2040 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Lehman XS Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.722% (LIBOR01M &#043; 0.850%) due 09/25/2047 ~(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>MASTR Adjustable Rate Mortgages Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.695% due 10/25/2034 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>MASTR Alternative Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.250% due 07/25/2036</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.500% due 03/25/2034</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 04/25/2034</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>MASTR Reperforming Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 05/25/2035</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 07/25/2035</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Merrill Lynch Mortgage Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.810% due 06/12/2050 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Morgan Stanley Capital Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.993% due 06/11/2049 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Morgan Stanley Resecuritization Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.036% due 12/26/2046 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Motel 6 Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.703% due 08/15/2019 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>NAAC Reperforming Loan REMIC Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 10/25/2034 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 03/25/2034 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 10/25/2034 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Newgate Funding PLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.923% (EUR003M &#043; 1.250%) due 12/15/2050 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.173% (EUR003M &#043; 1.500%) due 12/15/2050 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.606% (BP0003M &#043; 1.000%) due 12/15/2050 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.856% (BP0003M &#043; 1.250%) due 12/15/2050 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;2,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>RBSSP Resecuritization Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 02/26/2037 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.250% due 12/26/2036 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Reperforming Loan REMIC Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 11/25/2034</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Residential Accredit Loans, Inc. Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 08/25/2035 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Residential Asset Mortgage Products Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.500% due 10/25/2031</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.500% due 11/25/2031</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="86%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Structured Asset Mortgage Investments Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.783% (12MTA &#043; 1.500%) due 08/25/2047 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Structured Asset Securities Corp. Mortgage Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 10/25/2036 ^</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>WaMu Mortgage Pass-Through Certificates Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.067% due 05/25/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.000% due 03/25/2034</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.500% due 04/25/2033</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Wells Fargo Mortgage-Backed Securities Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.603% due 04/25/2036 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.645% due 06/25/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Non-Agency Mortgage-Backed Securities<BR>(Cost $122,310)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">132,957</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>ASSET-BACKED SECURITIES 20.7%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Access Financial Manufactured Housing Contract Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.650% due 05/15/2021</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Airspeed Ltd.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.047% (LIBOR01M &#043; 0.270%) due 06/15/2032 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.397% (US0001M &#043; 3.525%) due 11/25/2032 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Bear Stearns Asset-Backed Securities Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.733% (US0001M &#043; 0.500%) due 09/25/2034 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Citigroup Mortgage Loan Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.032% (US0001M &#043; 0.160%) due 12/25/2036 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.092% (US0001M &#043; 0.220%) due 12/25/2036 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Citigroup Mortgage Loan Trust, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.132% (US0001M &#043; 0.260%) due 03/25/2037 ~(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Conseco Finance Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.530% due 02/01/2031 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.050% due 01/15/2027</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Conseco Finance Securitizations Corp.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.960% due 05/01/2031</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Countrywide Asset-Backed Certificates</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.002% (US0001M &#043; 0.130%) due 12/25/2036 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.012% (US0001M &#043; 0.140%) due 06/25/2047 ^~(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.072% (US0001M &#043; 0.200%) due 06/25/2037 ^~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.072% (US0001M &#043; 0.200%) due 06/25/2047 ~(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.162% (US0001M &#043; 0.290%) due 06/25/2037 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.774% due 07/25/2036 ~(l)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Countrywide Asset-Backed Certificates Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.522% (US0001M &#043; 1.650%) due 11/25/2034 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Crecera Americas LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% due 08/31/2020 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Credit-Based Asset Servicing and Securitization LLC</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.698% due 12/25/2037</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Encore Credit Receivables Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.607% (US0001M &#043; 0.735%) due 07/25/2035 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Greenpoint Manufactured Housing</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.300% due 10/15/2026 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>National Collegiate Commutation Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">0.000% (7-DayAuc) due 03/25/2038 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Oakwood Mortgage Investors, Inc.</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.007% (US0001M &#043; 0.230%) due 06/15/2032 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Residential Asset Mortgage Products Trust</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.500% due 12/25/2031</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Asset-Backed Securities<BR>(Cost $60,425)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">66,179</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>SOVEREIGN ISSUES 4.5%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Argentina Government International Bond</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">2.260% due 12/31/2038</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3.375% due 01/15/2023</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">5.250% due 01/15/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.250% due 11/09/2047</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">7.820% due 12/31/2033</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">22.844% (BADLARPP) due 10/04/2022 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">ARS</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">24.949% (BADLARPP &#043; 2.000%) due 04/03/2022 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">26.164% (BADLARPP &#043; 3.250%) due 03/01/2020 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">27.250% due 06/21/2020 ~</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;97,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Autonomous Community of Catalonia</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">4.750% due 06/04/2018</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Peru Government International Bond</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.150% due 08/12/2032</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">PEN</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.350% due 08/12/2028</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">8.200% due 08/12/2026</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Venezuela Government International Bond</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6.000% due 12/09/2020 ^(d)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">9.250% due 09/15/2027 ^(d)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Sovereign Issues<BR>(Cost $14,393)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14,373</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>

<p Style='page-break-before:always'>
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<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="85%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Def.-Univers 47 CondensedLight; font-size:10pt" ALIGN="center">


<TR STYLE="visibility:hidden; line-height:0pt; color:white">
<TD WIDTH="85%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD nowrap STYLE="font-size:8pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD></TD></TR>

<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">SHARES</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>COMMON STOCKS 0.1%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>CONSUMER DISCRETIONARY 0.1%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Caesars Entertainment Corp. (e)</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>ENERGY 0.0%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Forbes Energy Services Ltd. (e)(j)</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Common Stocks<BR>(Cost $550)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">354</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>REAL ESTATE INVESTMENT TRUSTS 0.3%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>REAL ESTATE 0.3%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>VICI Properties, Inc. (j)</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">44,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Real Estate Investment Trusts<BR>(Cost $667)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">810</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>SHORT-TERM INSTRUMENTS 1.2%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>REPURCHASE AGREEMENTS (k)&nbsp;0.7%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD>
<TD HEIGHT="16" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">PRINCIPAL<BR>AMOUNT<BR>(000S)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>U.S. TREASURY BILLS 0.5%</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:3.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1.450% due 04/19/2018 - 04/26/2018 (f)(g)(n)</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Short-Term Instruments<BR>(Cost $3,823)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,822</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Total Investments in Securities<BR>(Cost $1,225,859)</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,218,609</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>Total Investments 380.3%<BR>(Cost $1,225,859)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>1,218,609</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>Financial Derivative Instruments (m)(o) (0.9)%<BR>(Cost or Premiums, net $8,417)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>(2,918</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>Other Assets and Liabilities, net (279.4)%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>(895,259</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Def.-Univers 47 CondensedLight; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>320,432</B></FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.50pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Notes to Schedule of Investments: </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>*</B></TD>
<TD ALIGN="left" VALIGN="top"><B>A zero balance may reflect actual amounts rounding to less than one thousand. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>&curren;</B></TD>
<TD ALIGN="left" VALIGN="top"><B>The geographical classification of foreign (non-U.S.) securities in this report are classified by the country of incorporation of a holding. In certain instances, a security&#146;s country of incorporation may be
different from its country of economic exposure. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>^</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Security is in default. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>&laquo;</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Security valued using significant unobservable inputs (Level 3). </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>~</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or
agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description. </B></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>&#149;</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a
reference rate and spread in their description. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(a)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Interest only security. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(b)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Principal only security. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(c)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>When-issued security. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(d)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Security is not accruing income as of the date of this report. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(e)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Security did not produce income within the last twelve months. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(f)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to maturity. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(g)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Zero coupon security. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(h)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Perpetual maturity; date shown, if applicable, represents next contractual call date. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(i)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Contingent convertible security. </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(j)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Restricted Securities: </B></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="53%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Issuer Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Acquisition Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Forbes Energy Services Ltd.</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/11/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Pinnacol Assurance 8.625% due 06/25/2034</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">VICI Properties, Inc.</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><FONT STYLE="white-space:nowrap">03/06/2014&nbsp;-&nbsp;11/06/2017</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;3,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;3,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Borrowings and Other Financing Transactions </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(k)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Repurchase Agreements: </B></TD></TR></TABLE> <P STYLE="margin-top:0pt;margin-bottom:0pt;page-break-before:always"></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt" ALIGN="center">


<TR>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="46%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Collateralized By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreements,<BR>at Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to
be<BR>Received<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">FICC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.250%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/29/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/02/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;2,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">U.S.&nbsp;Treasury&nbsp;Notes&nbsp;2.000%&nbsp;due&nbsp;04/30/2024</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow; "><B>Total Repurchase Agreements</B></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(2,212</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;2,166</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;2,166</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Reverse Repurchase Agreements: </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="46%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Payable for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BCY</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/15/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/16/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(4,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(4,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BPS</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/15/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/15/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(16,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(16,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/10/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/10/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(4,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(4,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/15/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/15/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/21/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/07/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/14/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(5,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(5,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/01/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/01/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/02/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/14/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/14/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(10,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(10,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/15/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(19,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(19,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/06/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/07/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BRC</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">02/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(4,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(5,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Total Reverse Repurchase Agreements</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(109,307</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Sale-Buyback Transactions: </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="45%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Payable
for<BR>Sale-Buyback<BR>Transactions<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BCY</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/26/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/02/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(21,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(21,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BPG</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/21/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/28/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">MSC</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">03/21/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/03/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Total Sale-Buyback Transactions</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(38,618</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Mortgage Dollar Rolls: </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="44%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Rate<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Borrowing<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Amount<BR>Received</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Amount</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Borrowed<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(2)</SUP></B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BOS</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">FOB</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">184,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(184,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">27,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(27,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">77,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(77,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">93,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(93,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">GSC</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(12,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">MSC</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">RDR</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/12/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">61,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(61,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Total Mortgage Dollar Rolls</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;474,381</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(474,381</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(l)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Securities with an aggregate market value of $171,855 and cash of $840 have been pledged as collateral under the terms of master agreements as of March&nbsp;31, 2018. </B></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>Includes accrued interest. </I></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>The average amount of borrowings outstanding during the period ended March&nbsp;31, 2018 was $(133,045) at a weighted average interest rate of 1.768%. Average borrowings may include sale-buyback transactions and
reverse repurchase agreements, if held during the period. </I></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>Payable for sale-buyback transactions includes $(1) of deferred price drop. </I></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(m)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Financial Derivative Instruments: Exchange-Traded or Centrally Cleared </B></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Futures Contracts: </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Long Futures Contracts </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="46%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Expiration<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B># of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">90-Day Eurodollar June Futures</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;51,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Total Futures Contracts</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>(403</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>(6</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Swap Agreements: </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Interest
Rate Swaps </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt" ALIGN="center">


<TR>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="29%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="28" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Floating Rate Index</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Fixed<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Pay</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">1-Year BRL-CDI</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15.590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Maturity</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/04/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">BRL</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Receive</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" NOWRAP> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3-Month CAD Bank Bill</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">CAD</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Pay</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3-Month CAD-Bank Bill</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Receive<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3-Month USD-LIBOR</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Receive<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3-Month USD-LIBOR</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;123,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Receive<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">3-Month USD-LIBOR</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">87,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Receive<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6-Month EUR-EURIBOR</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Receive<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6-Month EUR-EURIBOR</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">09/19/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Receive<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">6-Month GBP-LIBOR</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Semi-Annual</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">09/19/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="16"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow; "><B>Total Swap Agreements</B></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;10,679</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;4,170</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;14,849</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;34</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(862</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(n)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Securities with an aggregate market value of $1,642 and cash of $10,676 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March&nbsp;31, 2018.
</B></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>This instrument has a forward starting effective date. </I></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(o)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Financial Derivative Instruments: Over the Counter </B></TD></TR></TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Forward Foreign Currency Contracts: </B></P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="60%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" NOWRAP ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized&nbsp;Appreciation/(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Currency to</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>be&nbsp;Delivered</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Currency to</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>be Received</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BPS</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">BRL</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">BRL</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">BRL</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BRC</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CBK</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">NZD</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">DUB</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">80,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">PEN</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">FBF</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;68,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">GLM</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;&nbsp;&nbsp;12,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">HUS</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">87,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">87,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">22,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">JPM</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">BRL</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">CAD</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">BRL</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">MSB</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">ARS</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">54,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">UAG</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">13,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="12"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Total Forward Foreign Currency Contracts</B></P></TD>
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>&nbsp;</B></P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;571</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(501</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Purchased Options: </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Options
on Securities </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt" ALIGN="center">


<TR>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD WIDTH="50%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">DUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 3.000% due 04/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;72.469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">16,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 3.500% due 04/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">75.375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">38,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 4.000% due 04/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">77.844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;300,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">FAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 3.000% due 04/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">68.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">162,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 3.500% due 04/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">73.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">04/05/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">185,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">JPM</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 3.000% due 05/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">67.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/07/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 3.500% due 05/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">69.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/07/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Fannie Mae, TBA 4.000% due 05/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">71.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/07/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Freddie Mac, TBA 4.000% due 05/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">71.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/07/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Put - OTC Ginnie Mae, TBA 4.000% due 05/01/2048</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">71.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/07/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="14"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow; "><B>Total Purchased Options</B></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;29</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Swap Agreements: </B></P> <P STYLE="margin-top:0pt;margin-bottom:0pt;page-break-before:always"></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Credit Default Swaps on Corporate and Sovereign Issues - Sell Protection<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP> </B></P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="8%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="31%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD COLSPAN="28" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1.00pt solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,&nbsp;at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Reference Entity</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Fixed</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Receive&nbsp;Rate</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Implied&nbsp;Credit<BR>Spread
at<BR>March&nbsp;31,&nbsp;2018<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BOA</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Indonesia Government International Bond</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">BPS</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Petrobras Global Finance BV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">DUB</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Indonesia Government International Bond</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">GST</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Petrobras Global Finance BV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">09/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">HUS</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Petrobras Global Finance BV</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">JPM</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Indonesia Government International Bond</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Russia Government International Bond</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Quarterly</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">12/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0.717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="6" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Credit Default Swaps on Credit Indices - Sell
Protection<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP> </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt" ALIGN="center">


<TR>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="73%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Swap&nbsp;Agreements,&nbsp;at&nbsp;Value<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(4)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Fixed</B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:8.5pt; font-family:Arial Narrow" ALIGN="center"><B>Receive&nbsp;Rate</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Notional<BR>Amount<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Premiums<BR>Paid/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">DUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.6 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">%&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/11/2063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.8 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10/17/2057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.9 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">09/17/2058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">FBF</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.6 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/11/2063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.7 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/17/2047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.8 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10/17/2057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">GST</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.A.6 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/11/2063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BB.6 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/11/2063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.6 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/11/2063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.7 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/17/2047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.9 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">09/17/2058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">MYC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.10 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11/17/2059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.6 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">05/11/2063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.7 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">01/17/2047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.8 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">10/17/2057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">CMBX.NA.BBB-.9 Index</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">09/17/2058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD COLSPAN="6" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(1,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="18"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow; "><B>Total Swap Agreements</B></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(2,291</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>137</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;43</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;&nbsp;(2,197</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; "><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><B>(p)</B></TD>
<TD ALIGN="left" VALIGN="top"><B>Securities with an aggregate market value of $2,240 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of
March&nbsp;31, 2018. </B></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i)&nbsp;pay to the buyer of protection an amount equal to the
notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to
the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. </I></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(2)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current
status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront
payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under
the terms of the agreement. </I></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(3)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap
agreement. </I></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(4)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>The prices and resulting values for credit default swap agreements on credit indices serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or
profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the
referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. </I></TD></TR></TABLE>
<P STYLE="margin-top:0pt;margin-bottom:0pt;page-break-before:always"></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Fair Value Measurements </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>The following is a summary of the fair valuations according to the inputs used as of March&nbsp;31, 2018 in valuing the Fund&#146;s assets and liabilities:
</B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="49%"></TD>
<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Level 1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Level 2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Level 3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Fair Value<BR>at&nbsp;03/31/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Investments in Securities, at Value</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Loan Participations and Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">7,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Corporate Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Banking&nbsp;&amp; Finance</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">25,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">30,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Industrials</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">33,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Utilities</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">11,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Municipal Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Illinois</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">West Virginia</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">3,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">U.S. Government Agencies</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">854,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">854,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">U.S. Treasury Obligations</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">59,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">59,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Non-Agency Mortgage-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">132,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">132,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">66,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">66,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Sovereign Issues</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">14,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Common Stocks</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Consumer Discretionary</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Energy</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Real Estate Investment Trusts</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Real Estate</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Short-Term Instruments</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Repurchase Agreements</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">U.S. Treasury Bills</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Total Investments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,212,027</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;5,461</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,218,609</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Financial Derivative Instruments - Assets</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Exchange-traded or centrally cleared</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Over the counter</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">614</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">614</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Financial Derivative Instruments - Liabilities</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Exchange-traded or centrally cleared</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Over the counter</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,698</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,698</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,560</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,566</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Total Financial Derivative Instruments</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,912</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Totals</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,115</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,209,115</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;5,461</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;1,215,691</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>There were no significant transfers among Levels 1 and 2 during the period ended March&nbsp;31, 2018. </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March&nbsp;31,
2018: </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:8pt" ALIGN="center">


<TR>
<TD WIDTH="34%"></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2017</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net<BR>Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP STYLE="font-size:85%; vertical-align:top">&nbsp;(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers<BR>into<BR>Level 3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Transfers<BR>out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;03/31/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; "><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>03/31/2018<SUP
STYLE="font-size:85%; vertical-align:top"> &nbsp;(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.0pt">
<TD VALIGN="top" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow; "><B>Investments in Securities, at Value</B></FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; "><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.0pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Loan Participations and Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.0pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Corporate Bonds&nbsp;&amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.0pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Banking &amp; Finance</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">5,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.0pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Industrials</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">6,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(3,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.0pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Asset-Backed Securities</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">4,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">(5,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.0pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:8pt; font-family:Arial Narrow">Totals</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;16,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(3,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;(9,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">)&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;5,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities
categorized within Level 3 of the fair value hierarchy: </B></P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:ARIAL; font-size:10pt">


<TR>
<TD WIDTH="30%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="23%"></TD>
<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>
<TD VALIGN="bottom" WIDTH="15%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:8.5pt">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Category and Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Ending<BR>Balance<BR>at&nbsp;03/31/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Valuation Technique</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Unobservable&nbsp;Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow; "><B>Input Value(s)<BR>(%&nbsp;Unless&nbsp;Noted&nbsp;Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333">&nbsp;</TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow"><B>Investments in Securities, at Value</B></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Loan Participations and Assignments</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Third Party Vendor</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">Broker Quote</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">100.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Corporate Bonds &amp; Notes</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Banking &amp; Finance</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Reference Instrument</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">OAS Spread</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">490.400&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">2,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Reference Instrument</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Spread Movement</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">318.000 bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:2.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Industrials</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Reference Instrument</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Yield</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">9.733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Arial Narrow">Total</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;&nbsp;5,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow; ">&nbsp;</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:2.00pt solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><I></I><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>&nbsp;<I></I></TD>
<TD ALIGN="left" VALIGN="top"><I>Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March&nbsp;31, 2018 may be due to an investment no longer
held or categorized as Level 3 at period end. </I></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>See Accompanying Notes </B></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"></TD></TR></TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Notes to Financial Statements </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>1. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>(a)
Investment Valuation Policies </B>The net asset value (&#147;NAV&#148;) of the Fund&#146;s shares is determined by dividing the total value of portfolio investments and other assets attributable to that Fund less any liabilities by the total number
of shares outstanding of the Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">On each day that the New York Stock Exchange (&#147;NYSE&#148;) is open, Fund shares are ordinarily valued as of the
close of regular trading (&#147;NYSE Close&#148;). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a
security or the NAV determined earlier that day. The Fund reserves the right to change the time as of which its NAV is calculated if the Fund closes earlier, or as permitted by the U.S. Securities and Exchange Commission (&#147;SEC&#148;). </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">For purposes of calculating a NAV, portfolio securities and other assets for which market quotes are readily available are valued at market value. Market value
is generally determined on the basis of official closing prices or the last reported sales prices, or if no sales are reported, based on quotes obtained from established market makers or prices (including evaluated prices) supplied by the
Fund&#146;s approved pricing services, quotation reporting systems and other third-party sources (together, &#147;Pricing Services&#148;). The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close
and does not normally take into account trading, clearances or settlements that take place after the NYSE Close. If market value pricing is used, a foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is
typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC (&#147;PIMCO&#148; or the &#147;Manager&#148;) to be the primary exchange. A foreign (non-U.S.) equity security will be valued as of
the close of trading on the foreign exchange, or the NYSE Close, if the NYSE Close occurs before the end of trading on the foreign exchange. Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives, and equity options
are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Services using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Services may be based on, among
other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are
marked to market daily until settlement at the forward settlement date. Exchange-traded options, except equity options, futures and options on futures are valued at the settlement price determined by the relevant exchange. Swap agreements are valued
on the basis of bid quotes obtained from brokers and dealers or market-based prices supplied by Pricing Services. The Fund&#146;s investments in open-end management investment companies, other than exchange-traded funds (&#147;ETFs&#148;), are
valued at the NAVs of such investments. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">If a foreign (non-U.S.) equity security&#146;s value has materially changed after the close of the security&#146;s
primary exchange or principal market but before the NYSE Close, the security may be valued at fair value based on procedures established and approved by the Board of Trustees of the Trust (the &#147;Board&#148;). Foreign (non-U.S.) equity securities
that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the Fund may determine the fair value of investments based on information provided by Pricing Services and other third-party
vendors, which may recommend fair value or adjustments with reference to other securities, indices or assets. In considering whether fair valuation is required and in determining fair values, the Fund may, among other things, consider significant
events (which may be considered to include changes in the value of U.S. securities or securities indices) that occur after the close of the relevant market and before the NYSE Close. The Fund may utilize modeling tools provided by third-party
vendors to determine fair values of non-U.S. securities. For these purposes, any movement in the applicable reference index or instrument (&#147;zero trigger&#148;) relating to the non-U.S security being fair valued between the earlier close of the
applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity
securities on days when the Fund is not open for business, which may result in the Fund&#146;s portfolio investments being affected when shareholders are unable to buy or sell shares. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Senior secured floating rate loans for which an active secondary market exists to a reliable degree will be valued at the mean of the last available bid/ask
prices in the market for such loans, as provided by a Pricing Service. Senior secured floating rate loans for which an active secondary market does not exist to a reliable degree will be valued at fair value, which is intended to approximate market
value. In valuing a senior secured floating rate loan at fair value, the factors considered may include, but are not limited to, the following: (a)&nbsp;the creditworthiness of the borrower and any intermediate participants, (b)&nbsp;the terms of
the loan, (c)&nbsp;recent prices in the market for similar loans, if any, and (d)&nbsp;recent prices in the market for instruments of similar quality, rate, period until next interest rate reset and maturity. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Services. As a result,
the value of such investments and, in turn, the NAV of the Fund&#146;s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated
in currencies other than the U.S. dollar may be affected significantly on a day that the Fund is not open for business. As a result, to the extent that the Fund holds foreign (non-U.S.) investments, the value of those investments may change at times
when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund&#146;s next calculated NAV. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Investments
for which market quotes or market based valuations are not readily available are valued at fair value as determined in good faith by the Board or persons acting at their direction. The Board has adopted methods for valuing securities and other
assets in circumstances where market quotes are not readily available, and has delegated to PIMCO the responsibility for applying the fair valuation methods. In the event that market quotes or market based valuations are not readily available, and
the security or asset cannot be valued pursuant to a Board approved valuation method, the value of the security or asset will be determined in good faith by the Valuation Oversight Committee of the Board (&#147;Valuation Oversight Committee&#148;),
generally based on recommendations provided by the Manager. Market quotes are considered not readily available in circumstances where there is an absence of current or reliable market-based data (e.g., trade information, bid/ask information,
indicative market quotations (&#147;Broker Quotes&#148;), Pricing Services&#146; prices), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of the Fund&#146;s
securities or assets. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities trade do not open for trading for the entire day and no other market
prices are available. The Board has delegated to the Manager the responsibility for monitoring significant events that may materially affect the values of the Fund&#146;s securities or assets and for determining whether the value of the applicable
securities or assets should be reevaluated in light of such significant events. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">When the Fund uses fair valuation to determine the value of a portfolio
security or other asset for purposes of calculating its NAV, such investments will not be priced on the basis of quotes from the primary market in which they are traded, but rather may be priced by another method that the Board or persons acting at
their direction believe reflects fair value. Fair valuation may require subjective determinations about the value of a security. While the Fund&#146;s policy is intended to result in a calculation of the Fund&#146;s NAV that fairly reflects security
values as of the time of pricing, the Fund cannot ensure that fair values determined by the Board or persons acting at their direction would accurately reflect the price that the Fund could obtain for a security if it were to dispose of that
security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold. </P>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>(b) Fair Value Hierarchy </B>U.S. GAAP describes fair value as the price that the Fund would receive to sell an
asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value
hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2, or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks
associated with investing in those securities. Levels 1, 2, and 3 of the fair value hierarchy are defined as follows: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Level 1 &#151; Quoted prices in active markets or exchanges for identical assets and liabilities. </TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Level 2 &#151; Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or
liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or
other market corroborated inputs. </TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Arial Narrow; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top">Level 3 &#151; Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Board or persons
acting at their direction that are used in determining the fair value of investments. </TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Assets or liabilities categorized as Level 2 or 3 as of
period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based
data provided by Pricing Services or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of U.S. GAAP, the amounts of transfers between Levels 1 and 2 and transfers into and out of Level 3, if
material, are disclosed in the Notes to Schedule of Investments for the Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">For fair valuations using significant unobservable inputs, U.S. GAAP requires
a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into
and out of the Level 3 category during the period. The end of period value is used for the transfers between Levels of the Fund&#146;s assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant
unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy, and if material, a Level 3
reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>(c) Valuation
Techniques and the Fair Value Hierarchy </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Level 1 and Level 2 trading assets and trading liabilities, at fair value </B>The valuation methods (or
&#147;techniques&#148;) and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1 and Level 2 of the fair value hierarchy are as follows: </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues,
bank loans, convertible preferred securities and non-U.S. bonds are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their
internal pricing models. The Pricing Services&#146; internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets.
Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Fixed income
securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also
normally valued by Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data,
estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are
categorized as Level 2 of the fair value hierarchy. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures
contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and
valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Valuation adjustments may be applied to certain
securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Services that consider the correlation of the trading
patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on
inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Equity exchange-traded options
and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors.
These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Services (normally determined as of the NYSE Close). Depending on the product and the terms of the
transaction, financial derivative instruments can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices,
issuer details, indices, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level
2 of the fair value hierarchy. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indices, reference rates,
and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Services (normally determined as of the NYSE close). Centrally cleared swaps and over the counter
swaps can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate (&#147;OIS&#148;),
London Interbank Offered Rate (&#147;LIBOR&#148;) forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy. </P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>Level 3 trading assets and trading liabilities, at fair value </B>When a fair valuation method is applied by
PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Board or persons acting at their direction believe reflects fair value and are categorized as Level 3 of the fair value hierarchy. The valuation
techniques and significant inputs used in determining the fair values of portfolio assets and liabilities categorized as Level 3 of the fair value hierarchy are as follows: </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">If third-party evaluated vendor pricing is not available or not deemed to be indicative of fair value, the Manager may elect to obtain Broker Quotes directly
from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as Level 3 of the fair value hierarchy. Broker Quotes are typically
received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market quotation. Significant changes in the Broker Quote would have direct
and proportional changes in the fair value of the security. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Reference instrument valuation estimates fair value by utilizing the correlation of the security
to one or more broad-based securities, market indices, and/or other financial instruments, whose pricing information is readily available. Unobservable inputs may include those used in algorithm formulas based on percentage change in the reference
instruments and/or weights of each reference instrument. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value
hierarchy. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">Short-term debt instruments (such as commercial paper) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as
the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair
value hierarchy depending on the source of the base price. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow"><B>2. FEDERAL INCOME TAX MATTERS </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the &#147;Code&#148;) and distribute all of its
taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">The Fund may be
subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.
</P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">In accordance with U.S. GAAP, the Manager has reviewed the Fund&#146;s tax positions for all open tax years. As of March&nbsp;31, 2018, the Fund has
recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Arial Narrow">The Fund files U.S. federal, state, and local tax returns as required. The Fund&#146;s tax returns are subject to examination by relevant tax authorities until
expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax
positions that require a provision for income taxes. </P>

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<TD WIDTH="25%"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="25%"></TD>
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<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="7"><FONT STYLE="font-family:Arial Narrow; "><B>GLOSSARY: (abbreviations that may be used in the preceding statements)</B></FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">(Unaudited)</FONT></TD></TR>
<TR STYLE="font-size:1pt">
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<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">Counterparty Abbreviations:</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BCY</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Barclays Capital, Inc.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">FAR</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Wells Fargo Bank National Association</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">HUS</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">HSBC Bank USA N.A.</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BOA</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Bank of America N.A.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">FBF</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Credit Suisse International</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">JPM</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">JP Morgan Chase Bank N.A.</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BOS</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Banc of America Securities LLC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">FICC</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Fixed Income Clearing Corporation</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">MSB</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Morgan Stanley Bank, N.A</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BPG</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BNP Paribas Securities Corp.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">FOB</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Credit Suisse Securities (USA) LLC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">MSC</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Morgan Stanley &amp; Co., Inc.</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BPS</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BNP Paribas S.A.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">GLM</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Goldman Sachs Bank USA</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">MYC</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Morgan Stanley Capital Services, Inc.</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BRC</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Barclays Bank PLC</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">GSC</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Goldman Sachs &amp; Co.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">RDR</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">RBC Capital Markets LLC</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">CBK</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Citibank N.A.</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">GST</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Goldman Sachs International</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">UAG</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">UBS AG Stamford</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">DUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Deutsche Bank AG</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16" COLSPAN="3"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">Currency Abbreviations:</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">ARS</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Argentine Peso</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">EUR</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Euro</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">PEN</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Peruvian New Sol</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BRL</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Brazilian Real</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">GBP</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">British Pound</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">RUB</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Russian Ruble</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">CAD</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Canadian Dollar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">NZD</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">New Zealand Dollar</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">USD (or $)</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">United States Dollar</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16" COLSPAN="3"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">Exchange Abbreviations:</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">OTC</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Over the Counter</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16" COLSPAN="3"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">Index/Spread Abbreviations:</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">12MTA</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">12 Month Treasury Average</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">CMBX</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Commercial Mortgage-Backed Index</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">LIBOR03M</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">3 Month USD-LIBOR</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">7-DayAuc</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">7 Day Auction Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">EUR003M</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">3 Month EUR Swap Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">US0001M</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">1 Month USD Swap Rate</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BADLARPP</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Argentina Badlar Floating Rate Notes</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">H15T1Y</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">1 Year US Treasury Yield Curve Constant Maturity Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">US0012M</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">12 Month USD Swap Rate</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BP0003M</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">3 Month GBP-LIBOR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">LIBOR01M</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">1 Month USD-LIBOR</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16" COLSPAN="3"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow; ">Other Abbreviations:</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">ALT</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Alternate Loan Trust</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">EURIBOR</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Euro Interbank Offered Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">TBA</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">To-Be-Announced</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">BABs</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Build America Bonds</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">LIBOR</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">London Interbank Offered Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">TBD%</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Interest rate to be determined when loan settles</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:ARIAL; font-size:10pt">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">CDI</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Brazil Interbank Deposit Rate</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">REMIC</FONT></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow; ">Real Estate Mortgage Investment Conduit</FONT></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Item&nbsp;2. Controls and Procedures </B></P>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(a)</TD>
<TD ALIGN="left" VALIGN="top">The principal executive officer and principal financial&nbsp;&amp; accounting officer have concluded that the registrant&#146;s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment
Company Act of 1940, as amended (the &#147;1940&nbsp;Act&#148;) (17 CFR 270.30a-3(c))), are effective based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report. </TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(b)</TD>
<TD ALIGN="left" VALIGN="top">There were no changes in the registrant&#146;s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d))) that occurred during the registrant&#146;s last fiscal
quarter that have materially affected, or are reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting. </TD></TR></TABLE>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Item&nbsp;3. Exhibits </B></P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:4%; font-size:10pt; font-family:Times New Roman">A separate
certification for each principal executive officer and principal financial&nbsp;&amp; accounting officer of the registrant as required by Rule 30a-2 under the 1940 Act is attached as Exhibit 99.CERT. </P>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Signatures </B></P>
<P STYLE="margin-top:8pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be
signed on its behalf by the undersigned, thereunto duly authorized. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>
<TD WIDTH="100%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">PIMCO Strategic Income Fund</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By: <U>/s/ Peter G.
Strelow&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Peter G. Strelow</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">President (Principal Executive Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date: May&nbsp;29, 2018</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By: <U>/s/ Trent W. Walker
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Trent W. Walker</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">Date: May&nbsp;29, 2018</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has
been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>
<TD WIDTH="100%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">By: <U>/s/ Peter G.
Strelow&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Peter G. Strelow</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">President (Principal Executive Officer)</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Date: May&nbsp;29, 2018</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">By: <U>/s/ Trent W. Walker
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Trent W. Walker</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Date: May&nbsp;29, 2018</P></TD></TR>
</TABLE>
</BODY></HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>d534880dex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<HTML><HEAD>
<TITLE>Certifications</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 30a-2(a)</U></B> </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Peter G. Strelow, certify
that: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top">I have reviewed this report on Form N-Q of PIMCO Strategic Income Fund; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such
statements were made, not misleading with respect to the period covered by the report; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">3.</TD>
<TD ALIGN="left" VALIGN="top">Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
</TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">4.</TD>
<TD ALIGN="left" VALIGN="top">The registrant&#146;s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and
internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a.</TD>
<TD ALIGN="left" VALIGN="top">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its
consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b.</TD>
<TD ALIGN="left" VALIGN="top">Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">c.</TD>
<TD ALIGN="left" VALIGN="top">Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within
90 days prior to the filing date of this report, based on such evaluation; and </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d.</TD>
<TD ALIGN="left" VALIGN="top">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that occurred during the registrant&#146;s most recent fiscal quarter that has materially affected, or is reasonably
likely to materially affect, the registrant&#146;s internal control over financial reporting; and </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">5.</TD>
<TD ALIGN="left" VALIGN="top">The registrant&#146;s other certifying officer(s) and I have disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s board of directors (or persons performing the equivalent
functions): </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a.</TD>
<TD ALIGN="left" VALIGN="top">All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record,
process, summarize, and report financial information; and </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b.</TD>
<TD ALIGN="left" VALIGN="top">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#146;s internal control over financial reporting. </TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="50%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>
<TD WIDTH="24%"></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="75%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:2.00pt solid #000000; font-size:10pt; font-family:Times New Roman">May&nbsp;29, 2018</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Signature:&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:2.00pt solid #000000; font-size:10pt; font-family:Times New Roman">/s/ Peter G. Strelow</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="16"></TD>
<TD HEIGHT="16" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:2.00pt solid #000000; font-size:10pt; font-family:Times New Roman">President&nbsp;(Principal&nbsp;Executive&nbsp;Officer)</P></TD></TR>
</TABLE>

<p Style='page-break-before:always'>
<HR  SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 30a-2(a)</U></B> </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Trent W. Walker, certify
that: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top">I have reviewed this report on Form N-Q of PIMCO Strategic Income Fund; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such
statements were made, not misleading with respect to the period covered by the report; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">3.</TD>
<TD ALIGN="left" VALIGN="top">Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
</TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">4.</TD>
<TD ALIGN="left" VALIGN="top">The registrant&#146;s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and
internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a.</TD>
<TD ALIGN="left" VALIGN="top">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its
consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b.</TD>
<TD ALIGN="left" VALIGN="top">Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">c.</TD>
<TD ALIGN="left" VALIGN="top">Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within
90 days prior to the filing date of this report, based on such evaluation; and </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d.</TD>
<TD ALIGN="left" VALIGN="top">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that occurred during the registrant&#146;s most recent fiscal quarter that has materially affected, or is reasonably
likely to materially affect, the registrant&#146;s internal control over financial reporting; and </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left">5.</TD>
<TD ALIGN="left" VALIGN="top">The registrant&#146;s other certifying officer(s) and I have disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s board of directors (or persons performing the equivalent
functions): </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TD WIDTH="4%" VALIGN="top" ALIGN="left">a.</TD>
<TD ALIGN="left" VALIGN="top">All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record,
process, summarize, and report financial information; and </TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b.</TD>
<TD ALIGN="left" VALIGN="top">Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#146;s internal control over financial reporting. </TD></TR></TABLE>
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<TD VALIGN="bottom">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:2.00pt solid #000000; font-size:10pt; font-family:Times New Roman">May&nbsp;29, 2018</P></TD></TR>
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<TD VALIGN="bottom">Signature:&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:2.00pt solid #000000; font-size:10pt; font-family:Times New Roman">/s/ Trent W. Walker</P></TD></TR>
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<TD VALIGN="bottom">Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:2.00pt solid #000000; font-size:10pt; font-family:Times New Roman">Treasurer&nbsp;(Principal&nbsp;Financial&nbsp;&amp;&nbsp;Accounting&nbsp;Officer)</P></TD></TR>
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