<SEC-DOCUMENT>0000916183-19-000017.txt : 20190529
<SEC-HEADER>0000916183-19-000017.hdr.sgml : 20190529
<ACCEPTANCE-DATETIME>20190529164118
ACCESSION NUMBER:		0000916183-19-000017
CONFORMED SUBMISSION TYPE:	NPORT-EX
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20190331
FILED AS OF DATE:		20190529

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:		NPORT-EX
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08216
		FILM NUMBER:		19862540

	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
<MULTI-ACCESSION-NUMBERS>
ACCESSION NUMBER:		0000916183-19-000009
</MULTI-ACCESSION-NUMBERS>
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>1
<FILENAME>strategicincomefundinc.htm
<DESCRIPTION>PIMCO STRATEGIC INCOME FUND, INC
<TEXT>
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<P STYLE="margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

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    <TD STYLE="width: 80%; font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule
    of Investments PIMCO Strategic Income Fund, Inc.</FONT></TD>
    <TD STYLE="width: 20%; font-size: 10pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March
    31, 2019 (Unaudited)</FONT></TD></TR>
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<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(AMOUNTS
IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS AND UNITS, IF ANY) </B></FONT></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></P>

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    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PRINCIPAL
    <BR> AMOUNT <BR> (000s)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MARKET <BR>
    VALUE <BR> (000s)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INVESTMENTS
    IN SECURITIES 388.5% &curren;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LOAN
    PARTICIPATIONS AND ASSIGNMENTS 8.0%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Altice
    France S.A.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 68%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.484% (LIBOR03M + 4.000%)
    due 08/14/2026 ~</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">96</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Avantor,
    Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.249% (LIBOR03M + 3.750%) due 11/21/2024 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bausch
    Health Cos., Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.231% (LIBOR03M + 2.750%) due 11/27/2025 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CityCenter
    Holdings LLC</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.749% (LIBOR03M + 2.250%) due 04/18/2024 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">130</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">127</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Concordia
    International Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.993% (LIBOR03M + 5.500%) due 09/06/2024 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,631</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,494</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Core
    &amp; Main LP</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.626% (LIBOR03M + 3.000%) due 08/01/2024 &laquo;~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Diamond
    Resorts Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.249% (LIBOR03M + 3.750%) due 09/02/2023 &laquo;~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">668</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">633</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Dubai
    World</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.750% - 2.000% (LIBOR03M + 2.000%) due 09/30/2022
    ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,880</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,758</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Envision
    Healthcare Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.249% (LIBOR03M + 3.750%) due 10/10/2025 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">299</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">280</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Forbes
    Energy Services LLC</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% - 9.000% due 04/13/2021</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">77</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">77</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Forest
    City Enterprises, L.P.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.481% (LIBOR03M + 4.000%) due 12/07/2025 &laquo;~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FrontDoor,
    Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% (LIBOR03M + 2.500%) due 08/14/2025 &laquo;~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Frontier
    Communications Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250% (LIBOR03M + 3.750%) due 06/15/2024 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">295</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">289</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">iHeartCommunications,
    Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD% due 07/30/2019 ^(c)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">540</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">386</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD% due 01/30/2020</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,559</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,833</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IRB
    Holding Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.739% (LIBOR03M + 3.250%) due 02/05/2025 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">438</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">428</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">McDermott
    Technology Americas, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.499% (LIBOR03M + 5.000%) due 05/12/2025 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">459</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">441</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Messer
    Industrie GmbH</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD% due 03/01/2026</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">60</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">59</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MH
    Sub LLC</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.236% (LIBOR03M + 3.750%) due 09/13/2024 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">59</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">58</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NCI
    Building Systems, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.547% (LIBOR03M + 3.750%) due 04/12/2025 &laquo;~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Neiman
    Marcus Group Ltd. LLC</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.733% - 6.021% (LIBOR03M + 3.250%) due 10/25/2020
    ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,461</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,223</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pacific
    Gas &amp; Electric Co.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 02/22/2049
    ^(c)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">416</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">361</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PetSmart,
    Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.490% (LIBOR03M + 3.000%) due 03/11/2022 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">198</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">178</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sequa
    Mezzanine Holdings LLC</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.776% (LIBOR03M + 5.000%) due 11/28/2021 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">168</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">164</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11.751% (LIBOR03M + 9.000%) due 04/28/2022 &laquo;~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,990</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,830</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SS&amp;C
    Technologies, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.749% (LIBOR03M + 2.250%) due 04/16/2025 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">132</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">131</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Starfruit
    Finco BV</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.740% (LIBOR03M + 3.250%) due 10/01/2025 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">99</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Syniverse
    Holdings, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.484% (LIBOR03M + 5.000%) due 03/09/2023 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,002</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,838</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Univision
    Communications, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.249% (LIBOR03M + 2.750%) due 03/15/2024 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,494</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,412</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">West
    Corp.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.629% (LIBOR03M + 4.000%) due 10/10/2024 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">35</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">33</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Westmoreland
    Coal Co.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD% due 12/16/2020 ^(c)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.522% - 10.913% due 05/21/2019 &laquo;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Loan Participations
    and Assignments (Cost $24,984)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24,449</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CORPORATE
    BONDS &amp; NOTES 37.4%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BANKING
    &amp; FINANCE 15.6%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ally
    Financial, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 11/01/2031</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ambac
    LSNI LLC</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.592% due 02/12/2023
    &bull;(k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">323</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">327</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ardonagh
    Midco PLC</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.375% due 07/15/2023</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,410</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,280</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>


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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 68%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.625% due 07/15/2023</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">344</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Athene
    Holding Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.125% due 01/12/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">28</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Avolon
    Holdings Funding Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 01/15/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">80</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">82</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AXA
    Equitable Holdings, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.350% due 04/20/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">68</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">69</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% due 04/20/2048</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">39</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bank of Ireland</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.375% due 06/18/2020
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">236</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays
    Bank PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.625% due 11/21/2022
    (h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">800</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">870</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14.000% due 06/15/2019
    &bull;(g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,300</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,736</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays
    PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.250% due 01/17/2033</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">125</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875% due 09/15/2024
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,345</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.250% due 03/15/2023
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,348</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 06/15/2024
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">250</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">256</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Brookfield
    Finance, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.900% due 01/25/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">48</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.700% due 09/20/2047 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">110</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">106</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cantor
    Fitzgerald LP</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.875% due 10/15/2019 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">930</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">953</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CBL
    &amp; Associates LP</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.950% due 12/15/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit
    Suisse Group AG</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 07/17/2023
    &bull;(g)(h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">206</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Deutsche
    Bank AG</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.250% due 10/14/2021 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,218</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Emerald
    Bay S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 10/08/2020 (f)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Equinix,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.875% due 03/15/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.875% due 02/01/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fortress
    Transportation &amp; Infrastructure Investors LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 10/01/2025 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">127</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">126</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750% due 03/15/2022 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">256</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">261</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GE
    Capital European Funding Unlimited Co.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.625% due 03/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GE
    Capital UK Funding Unlimited Co.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.375% due 07/31/2019</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HSBC
    Holdings PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875% due 09/28/2026
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">263</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 03/23/2028
    &bull;(g)(h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">300</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">297</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hudson
    Pacific Properties LP</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.950% due 11/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Hunt
    Cos., Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250% due 02/15/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">iStar,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.625% due 09/15/2020</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250% due 09/15/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kennedy-Wilson,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875% due 04/01/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">36</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">36</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lloyds
    Banking Group PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 09/27/2025
    &bull;(g)(h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">203</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.625% due 06/27/2023
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">250</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">345</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.875% due 06/27/2029
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,440</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,067</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LoanCore
    Capital Markets LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 06/01/2020 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,002</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Meiji
    Yasuda Life Insurance Co.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.100% due 04/26/2048
    &bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">209</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MetLife,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875% due 03/15/2028
    &bull;(g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nationstar
    Mortgage LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 07/01/2021 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">386</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">387</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Navient
    Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875% due 03/25/2021 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,009</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,046</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 06/15/2022 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">44</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">46</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Newmark
    Group, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.125% due 11/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">36</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Oppenheimer
    Holdings, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750% due 07/01/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pinnacol
    Assurance</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.625% due 06/25/2034
    &laquo;(i)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,600</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,543</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Reckson
    Operating Partnership LP</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.750% due 03/15/2020 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,692</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Royal
    Bank of Scotland Group PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 08/10/2020
    &bull;(g)(h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">600</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">613</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 08/10/2025
    &bull;(g)(h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">300</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">322</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.625% due 08/15/2021
    &bull;(g)(h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,281</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Santander
    UK Group Holdings PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750% due 06/24/2024
    &bull;(g)(h)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,778</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sberbank
    of Russia Via SB Capital S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.125% due 02/07/2022 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,089</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Societe
    Generale S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.375% due 10/04/2023
    &bull;(g)(h)(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">199</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO Strategic
    Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, 2019 (Unaudited)</FONT></TD></TR>
<TR>
    <TD STYLE="width: 40%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 40%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 20%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Spirit
    Realty LP</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 68%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.450% due 09/15/2026 (k)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,300</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,276</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Springleaf
    Finance Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625% due 03/15/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">711</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.125% due 05/15/2022 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">208</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">216</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 03/15/2025 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">54</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TP
    ICAP PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250% due 01/26/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">928</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UniCredit
    SpA</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.830% due 12/04/2023 (k)</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,240</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,497</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unigel
    Luxembourg S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.500% due 01/22/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">300</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">324</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WeWork
    Cos., Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.875% due 05/01/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">47,923</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">INDUSTRIALS 16.9%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AA
    Bond Co. Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.875% due 07/31/2043</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,124</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Air
    Canada Pass-Through Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.700% due 07/15/2027</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Altice
    Financing S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.625% due 02/15/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">420</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">431</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 05/15/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,350</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,340</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Altice
    France S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.125% due 02/01/2027 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">600</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">607</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Andeavor
    Logistics LP</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.500% due 12/01/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Associated
    Materials LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.000% due 01/01/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,666</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Baffinland
    Iron Mines Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.750% due 07/15/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">706</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bausch
    Health Americas, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 01/31/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bombardier,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.875% due 04/15/2027 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">110</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">114</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Charter
    Communications Operating LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.200% due 03/15/2028 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Clear
    Channel Worldwide Holdings, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 11/15/2022 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,126</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,156</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.250% due 02/15/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,846</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,961</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cleveland-Cliffs,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.875% due 01/15/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CommScope
    Finance LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 03/01/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">45</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">46</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.250% due 03/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Community
    Health Systems, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125% due 08/01/2021 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">705</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">697</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250% due 03/31/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,879</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,598</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 03/15/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">210</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">201</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.625% due 01/15/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">294</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">295</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CVS
    Pass-Through Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.507% due 01/10/2032</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">761</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">906</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">DAE
    Funding LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250% due 11/15/2021 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">102</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750% due 11/15/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">206</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Diamond
    Resorts International, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.750% due 09/01/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">507</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">509</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EI
    Group PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 05/09/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">620</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">876</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Envision
    Healthcare Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.750% due 10/15/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,059</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">946</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Exela
    Intermediate LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.000% due 07/15/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">65</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">66</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">First
    Quantum Minerals Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 03/01/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">766</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">723</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 03/01/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">844</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">786</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 02/15/2021 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">316</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">322</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Frontier
    Finance PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 03/23/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,600</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,357</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Full
    House Resorts, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.575% due 01/31/2024 &laquo;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">197</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">195</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">General
    Electric Co.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.100% due 01/09/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">92</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">92</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.150% due 09/07/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% due 01/21/2021
    &bull;(g)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">148</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">138</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.550% due 01/05/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">303</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">321</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.875% due 01/14/2038</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.150% due 08/07/2037</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Huntsman
    International LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.500% due 05/01/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">iHeartCommunications,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.000% due 12/15/2019
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">506</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">362</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.000% due 03/01/2021
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,519</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,628</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.000% due 09/15/2022
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,291</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">923</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.625% due 03/15/2023
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">24</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>


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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intelsat
    Connect Finance S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 68%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.500% due 02/15/2023 (k)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">105</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">93</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intelsat
    Jackson Holdings S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 02/15/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">60</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">63</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 10/15/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">60</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">59</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.750% due 07/15/2025 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">64</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">65</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Intelsat
    Luxembourg S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.750% due 06/01/2021
    ^(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,512</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,971</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kinder
    Morgan, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.300% due 12/01/2034 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,629</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.750% due 01/15/2032 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,883</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Metinvest
    BV</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 04/23/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">600</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">591</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Micron
    Technology, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.327% due 02/06/2029 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">82</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">84</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Netflix,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.625% due 05/15/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">120</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ortho-Clinical
    Diagnostics, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.625% due 05/15/2022 (k)</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">162</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">154</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Par Pharmaceutical,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 04/01/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">62</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">63</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Park
    Aerospace Holdings Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.500% due 03/15/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">78</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">78</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250% due 08/15/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 02/15/2024</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Petroleos
    Mexicanos</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 03/13/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">90</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">91</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750% due 09/21/2047</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Platin
    GmbH</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 06/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">220</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Radiate
    Holdco LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 02/15/2023</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Rockpoint
    Gas Storage Canada Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 03/31/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sands
    China Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.600% due 08/08/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">207</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125% due 08/08/2025 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">209</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.400% due 08/08/2028 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">210</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Shelf
    Drilling Holdings Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.250% due 02/15/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Spanish
    Broadcasting System, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12.500% due 04/20/2049
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">908</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">938</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Sunoco
    LP</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.875% due 01/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">28</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">T-Mobile
    USA, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.750% due 02/01/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Teva
    Pharmaceutical Finance Netherlands BV</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.250% due 04/15/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">230</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Topaz
    Solar Farms LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.875% due 09/30/2039</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">111</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">109</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750% due 09/30/2039</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">422</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">438</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Transocean
    Pontus Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.125% due 08/01/2025 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">76</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">77</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Triumph
    Group, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.875% due 04/01/2021</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250% due 06/01/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UAL
    Pass-Through Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.636% due 01/02/2024 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,324</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,396</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Univision
    Communications, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125% due 05/15/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">152</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">145</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.125% due 02/15/2025 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">55</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">51</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UPCB
    Finance Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.625% due 06/15/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">110</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">128</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vale
    Overseas Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250% due 08/10/2026 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">81</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">88</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 11/21/2036</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">26</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">30</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.875% due 11/10/2039</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ViaSat,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625% due 09/15/2025 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">50</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">48</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.625% due 04/15/2027</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">31</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VOC
    Escrow Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% due 02/15/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">30</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wyndham
    Destinations, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.900% due 03/01/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">36</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">35</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.250% due 03/01/2022</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750% due 04/01/2027 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">443</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">441</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">51,806</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">UTILITIES 4.9%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">AT&amp;T,
    Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.900% due 08/15/2037 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">198</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">201</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Frontier
    Communications Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 04/01/2027 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">62</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">64</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Gazprom
    Neft OAO Via GPN Capital S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 11/27/2023 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,600</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,935</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>


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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Gazprom OAO Via Gaz Capital S.A.</TD><TD>&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center">&nbsp;</TD><TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center">&nbsp;</TD><TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 70%">8.625% due 04/28/2034 (k)</TD><TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 12%; text-align: right">1,710</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 12%; text-align: right">2,208</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Odebrecht Offshore Drilling Finance Ltd.</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>6.720% due 12/01/2022 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,103</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,056</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Pacific Gas &amp; Electric Co.</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">2.450% due 08/15/2022 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">342</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">305</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">2.950% due 03/01/2026 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">460</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">405</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.250% due 09/15/2021 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">74</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">68</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.250% due 06/15/2023 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">182</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">164</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.300% due 03/15/2027 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">347</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">305</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.400% due 08/15/2024 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">163</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">148</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.500% due 10/01/2020 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">221</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">204</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.500% due 06/15/2025 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">388</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">347</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.750% due 02/15/2024 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">218</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">199</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.750% due 08/15/2042 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">12</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">9</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">3.850% due 11/15/2023 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">52</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">48</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.000% due 12/01/2046 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">7</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">6</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.250% due 05/15/2021 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">115</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">108</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.250% due 08/01/2023 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">100</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">94</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.300% due 03/15/2045 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">51</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">43</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.500% due 12/15/2041 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">86</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">74</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.600% due 06/15/2043 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">8</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">7</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.650% due 08/01/2028 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">200</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">185</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">4.750% due 02/15/2044 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">48</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">42</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">5.125% due 11/15/2043 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">274</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">249</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">5.400% due 01/15/2040 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">8</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">8</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">5.800% due 03/01/2037 ^(c)(k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">277</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">270</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">6.050% due 03/01/2034 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">34</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">34</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">6.250% due 03/01/2039 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">44</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">44</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">6.350% due 02/15/2038 ^(c)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">15</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">15</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Petrobras Global Finance BV</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>5.750% due 02/01/2029 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">124</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">123</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>5.999% due 01/27/2028</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">10</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">10</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>7.375% due 01/17/2027 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">424</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">469</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Rio Oil Finance Trust</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>9.250% due 07/06/2024 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">571</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">624</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>9.750% due 01/06/2027 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">776</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">869</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Southern California Edison Co.</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>3.650% due 03/01/2028</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">3</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">3</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>5.750% due 04/01/2035</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">6</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">7</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>6.000% due 01/15/2034</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>6.650% due 04/01/2029</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">12</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">13</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Sprint Communications, Inc.</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>6.000% due 11/15/2022</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">15</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">15</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Transocean Poseidon Ltd.</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>6.875% due 02/01/2027 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">60</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">63</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">15,043</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Total Corporate Bonds &amp; Notes (Cost $113,936)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">114,772</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">MUNICIPAL BONDS &amp; NOTES 1.2%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold">ILLINOIS 0.1%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Chicago, Illinois General Obligation Bonds, Series 2014</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>6.314% due 01/01/2044</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">50</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">51</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Chicago, Illinois General Obligation Bonds, Series 2017</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>7.045% due 01/01/2029</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">70</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">78</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Illinois State General Obligation Bonds, (BABs), Series 2010</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>6.725% due 04/01/2035</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">15</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">16</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>7.350% due 07/01/2035</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">10</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">11</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Illinois State General Obligation Bonds, Series 2003</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>5.100% due 06/01/2033</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">145</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">143</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">299</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">WEST VIRGINIA 1.1%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>0.000% due 06/01/2047 (f)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">25,300</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,590</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>7.467% due 06/01/2047</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,620</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">1,620</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">3,210</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Total Municipal Bonds &amp; Notes (Cost $3,342)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">3,509</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">U.S. GOVERNMENT AGENCIES 268.9%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Fannie Mae</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>1.664% due 08/25/2054 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">13,530</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">741</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>2.500% due 12/25/2027 (a)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">3,278</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">225</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.000% due 06/01/2047</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">37</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">38</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.000% due 09/01/2047 - 07/01/2048 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">51,385</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">53,072</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.250% due 11/25/2024 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">430</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">430</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.385% due 09/01/2028 &bull;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">3</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">3</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.500% due 09/01/2023 - 03/01/2028</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">70</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">72</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.500% due 07/25/2040 - 08/01/2041 (k)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,300</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,370</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.542% due 12/01/2028 &bull;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">17</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">18</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>4.752% due 11/01/2027 &bull;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">41</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">42</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
</TABLE>

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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 70%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% due 01/25/2038 (k)</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,331</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,874</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% due 07/25/2038</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">177</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">192</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.025% due 03/01/2032 &bull;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">70</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">70</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.363% due 12/25/2042 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">31</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 07/25/2024</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 11/25/2032 - 04/25/2035 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,956</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,489</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.750% due 06/25/2033</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.807% due 08/25/2043</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,569</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 09/25/2031 - 01/25/2044</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,595</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,764</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 12/01/2032 - 06/01/2040 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,822</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,317</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.036% due 07/25/2029 &bull;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">490</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">527</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.042% due 09/25/2041 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">415</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">446</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 06/25/2023 - 11/01/2047</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,851</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,414</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 03/25/2032 - 07/01/2039 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,008</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,137</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 10/25/2042 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.850% due 12/18/2027</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 07/01/2021 - 01/01/2047</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,231</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,337</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 03/25/2045 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">706</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">803</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 05/01/2022 - 06/25/2044</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,178</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,340</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 06/19/2041 - 10/25/2042 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">891</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">985</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.700% due 03/25/2023</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.839% due 06/19/2041 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">704</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">796</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 09/25/2021 - 06/01/2032</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">237</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">254</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.236% due 07/25/2029
    &bull;(k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">660</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">774</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 10/25/2021 - 06/25/2030</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">106</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">114</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 06/18/2027 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">250</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">282</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.426% due 05/15/2021</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.588% due 07/15/2027</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fannie
    Mae, TBA</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.000% due 10/01/2048 - 08/01/2049</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">193,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">192,216</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.500% due 09/01/2048 - 06/01/2049</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">234,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">237,096</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.000% due 09/01/2048 - 08/01/2049</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">232,750</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">239,261</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Freddie
    Mac</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 04/25/2045
    - 11/25/2050 (b)(f)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9,743</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,367</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.100% due 02/25/2046 - 11/25/2050 (a)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">119,569</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">478</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.200% due 04/25/2045 (a)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">446</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.601% due 11/15/2038
    ~(a)(k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25,673</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,492</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.668% due 05/15/2038
    ~(a)(k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,434</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">508</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.791% due 08/15/2036</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,825</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">254</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.011% due 11/25/2045
    ~(a)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,336</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">765</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.613% due 04/01/2033 &bull;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.637% due 12/01/2026 &bull;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.000% due 02/15/2024</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.439% due 07/25/2032 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">106</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">115</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 04/01/2039 - 06/15/2041 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,864</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,366</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 12/15/2028 - 03/15/2035</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">625</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">686</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 02/15/2032 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,492</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,640</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 08/01/2021 - 09/01/2047</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,159</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,865</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 10/15/2023 - 09/15/2031 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,111</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,370</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 09/25/2043 ~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">49</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.900% due 09/15/2023</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">163</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">173</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.950% due 07/15/2021</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">55</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">57</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 08/01/2021 - 10/25/2043</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,449</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,609</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 03/15/2029 - 01/01/2036 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,058</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,312</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 05/15/2024 - 02/25/2042</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">638</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">686</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 08/01/2024 - 12/01/2030 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,024</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,141</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.636% due 10/25/2029 &bull;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,360</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 08/15/2022 - 04/15/2030</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">77</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">84</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 12/01/2026 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">112</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">120</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.036% due 12/25/2027 &bull;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,593</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,906</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13.236% due 03/25/2025 &bull;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">387</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">519</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Freddie
    Mac, TBA</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.000% due 11/01/2048</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,089</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ginnie
    Mae</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 04/15/2029 - 12/15/2038</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">99</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">107</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 07/15/2037 - 11/15/2038 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,170</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,282</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 11/20/2024 - 10/20/2038</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">73</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">74</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 04/15/2032 - 05/15/2032 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">450</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">498</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 04/15/2024 - 06/15/2026</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">35</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 06/15/2023 - 03/15/2029</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">441</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">449</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 04/15/2027 - 01/15/2029 (k)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">190</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">201</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 11/15/2021 - 11/15/2022</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 05/15/2022 - 02/15/2031</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.000% due 10/15/2019 - 01/15/2020</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ginnie
    Mae, TBA</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.000% due 09/01/2048</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20,000</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20,660</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Small
    Business Administration</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.625% due 02/01/2025</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">72</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">74</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.510% due 11/01/2027</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">243</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">259</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.780% due 08/01/2027</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">19</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.820% due 07/01/2027</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">21</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Vendee
    Mortgage Trust</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 03/15/2029</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">123</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">136</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.750% due 02/15/2026 - 06/15/2026</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">80</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">88</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>


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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 68%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 09/15/2030</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,856</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,133</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total U.S. Government
    Agencies (Cost $837,548)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">825,407</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NON-AGENCY
    MORTGAGE-BACKED SECURITIES 35.9%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Adjustable
    Rate Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.663% due 07/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">452</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">438</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.126% due 08/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">704</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">698</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Banc
    of America Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.504% due 02/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bancorp
    Commercial Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.234% due 08/15/2032 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,300</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,287</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.525% due 11/15/2033 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,511</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays
    Commercial Mortgage Securities Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.484% due 08/15/2027 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,682</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BCAP
    LLC Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.680% due 07/26/2036 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">211</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">175</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.672% due 10/26/2033 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">130</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">117</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.750% due 10/26/2036 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,147</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,144</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.895% due 06/26/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">43</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bear
    Stearns ALT-A Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.933% due 08/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">314</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">209</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bear
    Stearns Commercial Mortgage Securities Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.607% due 12/11/2040 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,728</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,456</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.657% due 10/12/2041 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,525</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,292</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.740% due 04/12/2038 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">120</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">121</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CD
    Commercial Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.398% due 12/11/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup
    Commercial Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.541% due 12/10/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,936</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,116</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup
    Mortgage Loan Trust, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 09/25/2033</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Commercial
    Mortgage Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.953% due 12/10/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,765</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,109</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Countrywide
    Alternative Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.696% due 07/25/2046
    ^&bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,857</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,690</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 05/25/2022 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 07/25/2035 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">310</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">250</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Countrywide
    Home Loan Mortgage Pass-Through Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.126% due 03/25/2035
    &bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,644</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,468</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.435% due 08/25/2034 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">404</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.356% due 03/25/2046 ^&bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,228</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,447</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Countrywide
    Home Loan Reperforming REMIC Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 11/25/2034</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">767</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">782</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 06/25/2035 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">149</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">153</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit
    Suisse First Boston Mortgage-Backed Pass-through Certificates</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 02/25/2034</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">366</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">402</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit
    Suisse Mortgage Capital Mortgage-Backed Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 03/25/2036
    ^(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">999</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">522</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Epic
    Drummond Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 01/25/2022 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">82</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">91</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Eurosail
    PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.443% due 09/13/2045 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,733</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,133</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.093% due 09/13/2045 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,238</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,527</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.693% due 09/13/2045 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,052</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,434</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GC
    Pastor Hipotecario FTA</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 06/21/2046 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,442</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,418</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GCCFC
    Commercial Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.371% due 03/10/2039 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">917</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">427</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GE
    Commercial Mortgage Corp. Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.439% due 12/10/2049
    ~(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">936</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">847</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GMAC
    Mortgage Corp. Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.697% due 08/19/2034 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">53</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">51</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GS
    Mortgage Securities Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.591% due 10/10/2032 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,900</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,660</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GSAA
    Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 04/01/2034</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">888</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">943</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GSMPS
    Mortgage Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.641% due 06/19/2027 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">30</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 06/25/2043 (k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,093</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,341</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.000% due 09/19/2027 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">490</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">485</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GSR
    Mortgage Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.816% due 12/25/2034 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">261</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">251</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.300% due 03/25/2033 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 01/25/2034</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">183</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">195</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">IM
    Pastor Fondo de Titluzacion Hipotecaria</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 03/22/2043 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">486</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">493</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JPMorgan
    Chase Commercial Mortgage Securities Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.411% due 05/15/2047</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,885</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,141</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.623% due 05/12/2045</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">598</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">461</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JPMorgan
    Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.619% due 10/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,761</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,727</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 08/25/2022 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.500% due 06/25/2037 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">257</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">255</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">LB-UBS
    Commercial Mortgage Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.350% due 09/15/2040
    ~(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,620</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,648</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Lehman
    XS Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 68%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.336% due
    09/25/2047 &bull;(k)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,332</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,222</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MASTR
    Adjustable Rate Mortgages Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.173% due 10/25/2034 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">537</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">496</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MASTR
    Alternative Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250% due 07/25/2036</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">369</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">317</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.500% due 03/25/2034</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">765</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">822</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 04/25/2034</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">33</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">36</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MASTR
    Reperforming Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 05/25/2035</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,504</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,375</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 07/25/2035</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,800</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,874</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan
    Stanley Capital Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.118% due 06/11/2049 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">182</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">183</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan
    Stanley Resecuritization Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.703% due 12/26/2046 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,627</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,789</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Motel
    6 Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.410% due 08/15/2019 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,058</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,125</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">NAAC
    Reperforming Loan REMIC Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 10/25/2034 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">943</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">953</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 03/25/2034 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,431</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,457</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 10/25/2034 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,828</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,068</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Newgate
    Funding PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.941% due 12/15/2050 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,981</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,126</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.191% due 12/15/2050 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,981</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,107</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.845% due 12/15/2050 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,728</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,426</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.095% due 12/15/2050 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,241</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,800</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RBSSP
    Resecuritization Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 02/26/2037 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,624</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,010</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250% due 12/26/2036 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,805</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,795</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Residential
    Accredit Loans, Inc. Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 08/25/2035 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,582</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,493</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Residential
    Asset Mortgage Products Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 10/25/2031</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">407</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">452</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 11/25/2031</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">755</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">755</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Structured
    Asset Mortgage Investments Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.897% due 08/25/2047
    ^&bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,567</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,433</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Structured
    Asset Securities Corp. Mortgage Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 10/25/2036 ^</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,713</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,299</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">WaMu
    Mortgage Pass-Through Certificates Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.911% due 05/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">186</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">189</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Washington
    Mutual Mortgage Pass-Through Certificates Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.000% due 03/25/2034</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">118</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">129</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.500% due 04/25/2033</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">261</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">278</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wells
    Fargo Mortgage-Backed Securities Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.675% due 04/25/2036 ^~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.796% due 06/25/2035 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">175</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">181</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Non-Agency Mortgage-Backed
    Securities (Cost $103,703)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">110,314</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ASSET-BACKED
    SECURITIES 24.2%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Access
    Financial Manufactured Housing Contract Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.650% due 05/15/2021</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">201</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">37</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Airspeed
    Ltd.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.754% due 06/15/2032 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">404</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">392</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ameriquest
    Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.011% due 11/25/2032 ^&bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">172</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bear
    Stearns Asset-Backed Securities Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.333% due 09/25/2034 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">411</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">402</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup
    Mortgage Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.646% due 12/25/2036
    &bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,704</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,139</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.706% due 12/25/2036 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,529</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,270</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup
    Mortgage Loan Trust, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.746% due 03/25/2037
    &bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,524</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,002</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Conseco
    Finance Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.530% due 02/01/2031 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">112</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Conseco
    Finance Securitizations Corp.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.960% due 05/01/2031</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,556</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">897</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Countrywide
    Asset-Backed Certificates</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.616% due 12/25/2036
    ^&bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,111</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,889</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.626% due 06/25/2047
    ^&bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,713</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6,924</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.686% due 06/25/2037
    ^&bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,258</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,050</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.686% due 06/25/2047
    ^&bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,683</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,023</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.776% due 06/25/2037
    &bull;(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,449</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,150</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.756% due 07/25/2036
    ~(k)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,700</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11,949</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Countrywide
    Asset-Backed Certificates Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.136% due 11/25/2034 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,297</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,553</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Crecera
    Americas LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.563% due 08/31/2020 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,212</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit-Based
    Asset Servicing &amp; Securitization LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.519% due 12/25/2037
    &Oslash;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">362</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">367</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Encore
    Credit Receivables Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.221% due 07/25/2035 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">576</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">543</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Flagship
    Credit Auto Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 12/15/2025
    &laquo;(f)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,014</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Greenpoint
    Manufactured Housing</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.300% due 10/15/2026 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">400</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">424</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>


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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Marlette
    Funding Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 68%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due
    12/15/2028 &laquo;(f)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,114</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,124</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 04/16/2029
    &laquo;(f)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,725</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">National
    Collegiate Commutation Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 03/25/2038 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10,400</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,607</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Oakwood
    Mortgage Investors, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.714% due 06/15/2032 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Residential
    Asset Mortgage Products Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.500% due 12/25/2031</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SMB
    Private Education Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 10/15/2048
    &laquo;(f)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,726</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SoFi
    Consumer Loan Program LLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 05/26/2026
    &laquo;(f)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">31</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,667</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Asset-Backed Securities
    (Cost $71,496)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">74,229</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SOVEREIGN
    ISSUES 5.2%</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Argentina
    Government International Bond</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.375% due 01/15/2023</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">90</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.380% due 12/31/2038
    &Oslash;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,570</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,005</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.250% due 01/15/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">83</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.250% due 11/09/2047</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">81</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.820% due 12/31/2033</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,702</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,627</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">45.325% (BADLARPP + 3.250%)
    due 03/01/2020 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">45.563% (BADLARPP + 2.000%)
    due 04/03/2022 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">33,957</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">761</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">49.153% (BADLARPP) due
    10/04/2022 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">67.546% (ARLLMONP + 0.000%)
    due 06/21/2020 ~(a)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">143,025</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,680</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Autonomous
    City of Buenos Aires Argentina</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% due 03/29/2024 &bull;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">16,185</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">334</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Kazakhstan
    Government International Bond</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2.375% due 11/09/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">116</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Peru
    Government International Bond</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.940% due 02/12/2029</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PEN</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">998</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">317</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.150% due 08/12/2032</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,020</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">323</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.350% due 08/12/2028</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">351</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">115</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.200% due 08/12/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">220</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">80</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Provincia
    de Buenos Aires</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.000% (BADLARPP + 3.750%)
    due 04/12/2025 ~</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">128,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,693</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Turkey
    Government International Bond</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4.625% due 03/31/2025</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">900</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">983</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5.200% due 02/16/2026</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">300</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">333</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7.625% due 04/26/2029 (k)</FONT></TD>
    <TD STYLE="font-size: 10pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font-size: 10pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,200</FONT></TD><TD STYLE="font-size: 10pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,191</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Venezuela
    Government International Bond</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6.000% due 12/09/2020
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">135</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">40</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8.250% due 10/13/2024
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">9.250% due 09/15/2027
    ^(c)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">171</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">55</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Sovereign Issues
    (Cost $22,469)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,923</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SHARES</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">COMMON
    STOCKS 0.1%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CONSUMER
    DISCRETIONARY 0.1%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 70%; font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Caesars
    Entertainment Corp.&nbsp;&nbsp;(d)</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">27,655</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 12%; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">240</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ENERGY 0.0%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Forbes
    Energy Services Ltd.&nbsp;&nbsp;(d)(i)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,500</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Common Stocks (Cost
    $550)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">255</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PREFERRED
    SECURITIES 1.8%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BANKING
    &amp; FINANCE 1.8%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nationwide
    Building Society</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10.250%~</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">29,560</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,602</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total Preferred Securities
    (Cost $5,834)</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,602</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">REAL
    ESTATE INVESTMENT TRUSTS 0.3%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">REAL
    ESTATE 0.3%</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">VICI
    Properties, Inc.</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">44,227</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">968</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>


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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of Investments PIMCO
    Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31,
    2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 85%; text-align: left">Total Real Estate Investment Trusts (Cost $668)</TD><TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 12%; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">968</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">SHORT-TERM INSTRUMENTS 5.5%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">REPURCHASE AGREEMENTS (j) 4.9%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">15,026</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PRINCIPAL <BR> AMOUNT <BR> (000s)</FONT></TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">U.S. TREASURY BILLS 0.6%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 70%; text-align: left">2.435% due 05/23/2019 - 06/06/2019 (e)(f)(n)</TD><TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 12%; text-align: right">1,858</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 12%; text-align: right; border-bottom: Black 1pt solid">1,851</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Total Short-Term Instruments (Cost $16,877)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">16,877</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Total Investments in Securities (Cost $1,201,407)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">1,192,305</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Total Investments 388.5% (Cost $1,201,407)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">$</TD><TD STYLE="text-align: right">1,192,305</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Financial Derivative Instruments (l)(m) 0.4%(Cost or Premiums, net $(2,885))</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,484</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Other Assets and Liabilities, net (288.9)%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">(886,854</TD><TD STYLE="text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Net Assets 100.0%</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">306,935</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
</TABLE>



<P STYLE="margin: 0">&nbsp;</P>



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<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of
    Investments PIMCO Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; font-size: 8pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, 2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>NOTES TO SCHEDULE OF INVESTMENTS: </B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 0.15in; text-align: left"><FONT STYLE="font-size: 8pt"><B>*</B></FONT></TD><TD><FONT STYLE="font-size: 8pt"><B>A
                                         zero balance may reflect actual amounts rounding to less than one thousand.</B></FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>&curren;</B></TD><TD><B>The geographical classification of foreign (non-U.S.)
securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security&rsquo;s
country of incorporation may be different from its country of economic exposure.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>^</B></TD><TD><B>Security is in default.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-indent: 0.2in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>&laquo;</B></TD><TD><B>Security valued using significant unobservable inputs
(Level 3).</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>~</B></TD><TD><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: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-indent: 0.2in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left">&bull;</TD><TD><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: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-indent: 0.2in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>&Oslash;</B></TD><TD><B>Coupon represents a rate which changes periodically
based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(a)</B></TD><TD><B>Interest only security.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(b)</B></TD><TD><B>Principal only security.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(c)</B></TD><TD><B>Security is not accruing income as of the date of
this report.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(d)</B></TD><TD><B>Security did not produce income within the last twelve
months.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(e)</B></TD><TD><B>Coupon represents a weighted average yield to maturity.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(f)</B></TD><TD><B>Zero coupon security.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(g)</B></TD><TD><B>Perpetual maturity; date shown, if applicable, represents
next contractual call date.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(h)</B></TD><TD><B>Contingent convertible security.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; margin-left: 0in; text-indent: 0in"><B>&nbsp;</B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(i)</B></TD><TD><B>RESTRICTED SECURITIES:</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Issuer Description</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Acquisition<BR>
Date</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Cost</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Market<BR>
Value</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Market Value <BR>
as Percentage<BR>
of Net Assets</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 56%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Forbes Energy Services Ltd.</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/11/2014</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">222</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0.00</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">%</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Pinnacol Assurance 8.625% due 06/25/2034</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/23/2014</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">2,600</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">2,543</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0.83</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">2,822</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">2,558</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0.83</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">%</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>BORROWINGS AND OTHER FINANCING TRANSACTIONS</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(j)</B></TD><TD><B>REPURCHASE AGREEMENTS:</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Counterparty</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Lending<BR>
    Rate</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Settlement<BR>
    Date</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Maturity<BR>
    Date</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Principal<BR>
    Amount</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Collateralized
    By</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Collateral<BR>
    (Received)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">Repurchase<BR>
    Agreements,<BR> at Value</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Repurchase</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Agreement</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Proceeds</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">to be</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Received<SUP>(1)</SUP></FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">FICC</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-size: 8pt">2.000%</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/29/2019</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/01/2019</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-size: 8pt">3,226</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 26%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">U.S. Treasury
    Notes 2.625% due 07/15/2021</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-size: 8pt">(3,291</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">)</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-size: 8pt">3,226</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-size: 8pt">3,226</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">NOM</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-size: 8pt">3.000</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/29/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/01/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-size: 8pt">11,800</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">U.S. Treasury Notes 2.375%
    due 03/15/2022</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">(12,047</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">11,800</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">11,803</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="5" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-size: 8pt">Total Repurchase
    Agreements</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">(15,338</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">)</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">15,026</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">$</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">15,029</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>REVERSE REPURCHASE AGREEMENTS:</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B></B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B></B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>&nbsp;</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B></B></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">Counterparty</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Borrowing Rate<SUP>(2)</SUP></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Settlement Date</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Maturity Date</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amount <BR>
Borrowed<SUP>(2)</SUP></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Payable for <BR>
Reverse <BR>
Repurchase <BR>
Agreements</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 17%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BPS</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 14%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.650%</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 16%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">02/22/2019</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 16%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/21/2019</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 14%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,129</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 13%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,132</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.750</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/13/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">04/15/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(62,620</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(62,711</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.800</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">02/14/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/14/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(929</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(932</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.900</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/05/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/05/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(3,123</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(3,130</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.930</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/06/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/06/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,844</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,850</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.930</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/12/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/12/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(15,404</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(15,429</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.980</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">01/24/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">04/24/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(5,429</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(5,459</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">2.990</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">02/15/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/15/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,423</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,432</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">02/11/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/13/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(7,816</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(7,848</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">02/14/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/14/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(5,381</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(5,402</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.150</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/05/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/05/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(4,658</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(4,669</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.150</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/06/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/06/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,301</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,306</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.150</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/07/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/06/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,444</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,449</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.150</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/11/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/11/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,859</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,864</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.150</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/20/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/20/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(141</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(141</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.150</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/25/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/06/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(72</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(72</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.180</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/04/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/04/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(4,898</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(4,910</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.180</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/13/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">04/15/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,660</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,665</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.180</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/18/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/18/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(975</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(976</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.180</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/20/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/20/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(403</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(403</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.200</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">03/05/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/05/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,433</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,436</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
</TABLE>



<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>&nbsp;</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B></B></P>

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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>&nbsp;</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of
    Investments PIMCO Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; font-size: 8pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, 2019 (Unaudited)</FONT></TD></TR>
</TABLE>


<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 17%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="width: 14%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.220</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 16%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/19/2019</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 16%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/20/2019</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 14%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,829</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 13%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,839</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.250</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/11/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/13/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(3,333</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(3,348</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.250</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/14/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/14/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(923</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(927</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.250</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/19/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/20/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,752</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,759</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.260</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/12/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/12/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,223</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,225</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.350</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/22/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/22/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,916</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,928</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.380</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/14/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/14/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(7,583</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(7,616</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/14/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/15/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,899</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,920</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/18/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/15/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(48</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(48</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/25/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/15/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(72</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(72</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.545</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/07/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/06/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,107</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,110</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.625</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/19/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/19/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(6,760</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(6,769</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.684</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/14/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/14/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(5,432</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(5,458</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.694</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/15/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/15/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(17,464</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(17,545</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.697</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/08/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/08/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(4,634</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(4,659</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.713</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/20/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(616</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(617</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.787</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/15/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/15/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(9,547</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(9,623</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPS</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.451</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/08/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/10/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,120</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,125</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">RBC</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.690</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/11/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/10/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,494</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,497</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">RTA</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.613</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/20/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(458</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(459</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.663</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/20/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(750</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(751</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">UBS</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/14/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">TBD<SUP>(3)</SUP></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,453</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,457</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">3.110</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">03/14/2019</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/13/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(279</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(279</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Total Reverse Repurchase Agreements</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: center">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: center">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(206,247</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
</TABLE>



<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>MORTGAGE DOLLAR ROLLS:</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Counterparty</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Borrowing Rate<SUP>(2)</SUP></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Borrowing Date</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Maturity Date</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Amount<BR>
Received</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Amount<BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Borrowed<SUP>(2)</SUP></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 17%; font: 8pt Arial, Helvetica, Sans-Serif">FOB</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 14%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">0.810%</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 16%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">04/10/2019</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 16%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/12/2019</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 14%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,090</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 13%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,090</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">0.852</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">04/10/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/12/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">170,674</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(170,674</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">1.021</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/13/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/12/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">50,224</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(50,224</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">1.065</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">04/10/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/12/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">204,340</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(204,340</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">1.179</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/13/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/12/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,095</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,095</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MSC</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">0.810</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">04/10/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">05/12/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">10,104</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(10,104</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Total Mortgage Dollar Rolls</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: center">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: center">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: center">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right">437,527</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right">(437,527</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>SHORT SALES:</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Description</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Coupon</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity<BR>
    Date</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Principal
    <BR>
    Amount</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Proceeds</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payable
    for <BR>
    Short Sales</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 46%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">U.S.
    Government Agencies (61.0)% Fannie Mae, TBA</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3.000%</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/01/2049</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">187,900</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(185,118</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(187,137</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Total
    Short Sales (61.0)%</B></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(185,118</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>)</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>&nbsp;</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>(187,137</B></FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>)</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(k)</B></TD><TD><B>Securities with an aggregate market value of $231,530
and cash of $74 have been pledged as collateral under the terms of master agreements as of March 31, 2019.</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>(1)</SUP></FONT></TD><TD>Includes accrued interest.</TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>(2)</SUP></FONT></TD><TD>The average amount of borrowings outstanding during the
period ended March 31, 2019 was $(917,808) at a weighted average interest rate of 1.554%. Average borrowings may include reverse
repurchase agreements, sale-buyback transactions, and mortgage dollar rolls, if held during the period.</TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>(3)</SUP></FONT></TD><TD>Open maturity reverse repurchase agreement.</TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><B>(l)</B></TD><TD><B>FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED
OR CENTRALLY CLEARED</B></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>FUTURES CONTRACTS:</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>&nbsp;</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>LONG FUTURES CONTRACTS</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: center">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Variation
    Margin</U></FONT></TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Description</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiration</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Month</FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"># of</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Contracts</FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Notional</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Amount</FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unrealized</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Appreciation/</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Depreciation)</FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Asset</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Liability</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 35%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">90-Day Eurodollar June Futures</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: center">06/2019</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">212</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">51,651</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(334</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(8</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt">Total Futures Contracts</TD><TD STYLE="font-size: 8pt; padding-bottom: 1pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; padding-bottom: 1pt">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: center">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(334</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(8</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>SWAP AGREEMENTS: </B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION<FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>(1)
</SUP></FONT></B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Variation
    Margin</U></FONT></TD><TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Reference</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Entity</FONT></FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed</FONT><FONT STYLE="font-size: 8pt"><BR>
                                                                                                                                                                                                                            <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Receive Rate</FONT></FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payment</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Frequency</FONT></FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Implied</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit Spread at </FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, </FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2019</FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
                                                                                                                                                                                                                                                                                                                                  <TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notional</FONT><BR>
                                         <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amount</FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(3)</SUP></FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Premiums</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Paid/</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Received)</FONT></FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unrealized</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Appreciation/</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Depreciation)</FONT></FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Market</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Value</FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(4)</SUP></FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liability</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 18%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">General
    Electric Co.</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.000%</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Quarterly</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/20/2020</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.274%</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">200</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(4)</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
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    <TD STYLE="width: 80%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of
    Investments PIMCO Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; font-size: 8pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, 2019 (Unaudited)</FONT></TD></TR>
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    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 7pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 18%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">General
    Electric Co.</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1.000</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Quarterly</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12/20/2023</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0.920</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">300</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(17</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 6%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">18</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 5%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1</TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 5%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 5%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: left; padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(21</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">25</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="border-bottom: Black 1pt solid; font: 7pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>INTEREST RATE SWAPS</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>&nbsp;&nbsp;</B></FONT></P>

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    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-bottom: 1pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="padding-bottom: 1pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Variation
    Margin</U></FONT></TD><TD STYLE="padding-bottom: 1pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay/<BR>
    Receive<BR>
    Floating<BR> Rate</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Floating
    Rate Index</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed
                                         Rate</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Payment<BR>
    Frequency</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Maturity<BR>
    Date</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notional<BR>
    Amount</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Premiums<BR>
    Paid/<BR> (Received)</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Unrealized<BR>
    Appreciation/<BR> (Depreciation)</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Market<BR>
    Value</FONT></TD><TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liability</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif">Pay</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 12%; font: 8pt Arial, Helvetica, Sans-Serif">3-Month CAD-Bank Bill</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.300%</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 12%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Semi-Annual</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/19/2024 </FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">CAD</TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">11,200</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">623</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(15</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">608</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(46</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3-Month CAD-Bank Bill</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.500</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Semi-Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2044</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3,800</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(534</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(134</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(668</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">48</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pay</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3-Month USD-LIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Semi-Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/19/2024</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">95,800</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(3,658</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">411</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(3,247</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">209</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3-Month USD-LIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Semi-Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2025</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">8,400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">399</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(283</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">116</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">20</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3-Month USD-LIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2.500</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Semi-Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/20/2048</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">57,400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,198</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1,156</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,042</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">170</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month EUR-EURIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/19/2021 </FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">EUR</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">257,400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(406</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(590</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(996</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">110</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month EUR-EURIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0.260</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/06/2024</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">88,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">14</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(902</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(888</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">284</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pay</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month EUR-EURIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0.650</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">02/26/2029</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">167,700</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(786</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">4,396</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3,610</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(642</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pay</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month EUR-EURIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">06/19/2029</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">600</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(32</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(33</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pay</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month EUR-EURIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0.750</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/18/2029</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,300</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(20</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(32</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(52</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">10</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month EUR-EURIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1.250</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">08/19/2049</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">40,800</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">872</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,893</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,021</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">741</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month GBP-LIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1.500</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Semi-Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/18/2029 </FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">GBP</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,500</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(11</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(39</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(50</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6-Month GBP-LIBOR</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1.500</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Semi-Annual</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/18/2049</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,600</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">26</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(100</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(74</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">13</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,284</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,369</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(2,653</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,607</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(688</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="5" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Total Swap Agreements</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,305</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,344</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(2,649</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,607</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(688</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>Cash of $12,312 has been pledged
as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2019.</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">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)
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) 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.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">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&rsquo;s credit soundness and a greater likelihood or risk of default or other credit
event occurring as defined under the terms of the agreement.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(3)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">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.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(4)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">The prices and resulting
values for credit default swap agreements 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&rsquo; credit soundness and a greater likelihood or risk of default or other credit
event occurring as defined under the terms of the agreement.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 8pt"><B>(m)</B></FONT></TD><TD><FONT STYLE="font-size: 8pt"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER</B></FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>FORWARD FOREIGN CURRENCY CONTRACTS:</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B></B></FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Unrealized
    Appreciation/(Depreciation)</U></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Counterparty</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Settlement<BR>
    Month</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Currency
    to<BR>
    be Delivered</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Currency
    to<BR>
    be Received</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Liability</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 30%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BOA</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">82</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,387</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(6)</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17,016</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,119</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(56)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,119</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">17,060</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">56</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BPS</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,935</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">46</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">44</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,935</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,058</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">23</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BRC</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">65,546</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,521</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">49</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CBK</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,488</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,806</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,702</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">43,066</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">473</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">FBF</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,319</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">100</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">109</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,319</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(9)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GLM</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,205</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">197</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">20</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">189</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,205</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">4,763</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">104</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HUS</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">PEN</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,700</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">510</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">344</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">260</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(6)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JPM</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">EUR</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">12,631</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">14,418</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">249</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">MSB</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">ARS</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">127,683</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3,008</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">196</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SCX</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">42,950</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,442</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(696)</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">GBP</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">32,442</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">43,015</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">695</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">SOG</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,822</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RUB</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">187,426</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Total
    Forward Foreign Currency Contracts</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,771</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>$</B></FONT></TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(776)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>



<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B></B></FONT></P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B></B></FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of
    Investments PIMCO Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; font-size: 8pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, 2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>PURCHASED OPTIONS: </B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>OPTIONS ON SECURITIES</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Counterparty</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Description</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD><TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; text-align: right; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Strike<BR> Price</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Expiration<BR>
    Date</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notional<BR>
    Amount**</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Cost</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Market<BR>
    Value</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif">DUB</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 40%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 3.000% due 04/01/2049</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">68.000</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/03/2019</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">16,000</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 3.500% due 04/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">70.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/03/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">38,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 4.000% due 04/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">72.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/03/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">219,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">9</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FAR</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 3.000% due 04/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">67.500</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/03/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">162,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">6</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 3.500% due 04/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">72.500</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/03/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">185,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">7</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GSC</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 4.000% due 04/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">80.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">04/03/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPM</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 3.000% due 05/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">69.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/06/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 3.500% due 05/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">70.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/06/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">11,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Freddie Mac, TBA 4.000% due 05/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">71.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/06/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Ginnie Mae, TBA 4.000% due 05/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">71.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/06/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">20,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SAL</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 4.000% due 05/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">75.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/06/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">12,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Put - OTC Fannie Mae, TBA 4.000% due 05/01/2049</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">77.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/06/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">750</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Total Purchased Options</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">26</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>SWAP AGREEMENTS: </B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>CREDIT DEFAULT SWAPS ON CORPORATE
AND SOVEREIGN ISSUES - SELL PROTECTION<FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>(1)</SUP></FONT><SUP> </SUP></B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"></FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD COLSPAN="7" STYLE="text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"><U>Swap
                                         Agreements, at Value</U><SUP>(4)</SUP></FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Counterparty</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Reference
    Entity</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Fixed<BR>
    Receive Rate</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Payment<BR>
    Frequency</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Maturity<BR>
    Date</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Implied</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Credit Spread at</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">March
    31,</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">2019</FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt"><SUP>(2)</SUP></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Notional</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Amount</FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 7pt"><SUP>(3)</SUP></FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Premiums<BR>
    Paid/(Received)</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Unrealized<BR>
    Appreciation/<BR> (Depreciation)</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Asset</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Liability</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 6%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">GST</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 18%"><FONT STYLE="font: 7pt Arial, Helvetica, Sans-Serif">Petrobras Global Finance
    BV</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1.000%</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Quarterly</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">09/20/2020</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0.693%</FONT></TD><TD STYLE="width: 1%; text-align: left"></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">10</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(1</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">)</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="width: 6%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="width: 5%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="width: 5%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD><TD STYLE="width: 1%; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt"></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD><TD>&nbsp;</TD>
    <TD><FONT STYLE="font: 7pt Arial, Helvetica, Sans-Serif">Russia Government International</font></TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">JPM</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Bond</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1.000</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">Quarterly</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">12/20/2020</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0.814</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">200</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(23</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">)</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">24</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">(24</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">)</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">25</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">1</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD><TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">$</FONT></TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">0</FONT></TD><TD STYLE="text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 7pt">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0 0pt 0.25in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>CREDIT DEFAULT SWAPS ON CREDIT
INDICES - SELL PROTECTION<FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>(1)</SUP></FONT><SUP> </SUP></B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; vertical-align: bottom">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><U>Swap
    Agreements, at Value</U></FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(4)</SUP></FONT></TD><TD STYLE="text-align: right; vertical-align: bottom">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid">Counterparty</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Index/Tranches</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Receive Rate</FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">Payment<BR> Frequency</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">Maturity<BR> Date</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notional</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Amount</FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(3)</SUP></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Premiums</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Paid/(Received)</FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unrealized</FONT><FONT STYLE="font-size: 8pt"><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Appreciation/</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Depreciation)</FONT></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Asset</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Liability</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 8%">DUB</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.6 Index</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000%</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 9%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 9%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/11/2063</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,100</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(67</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(72</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(139</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.8 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/17/2057</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(161</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">66</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(95</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.9 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/17/2058</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">900</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(113</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">59</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(54</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FBF</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.6 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/11/2063</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">100</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(12</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(13</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.7 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/17/2047</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">100</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(10</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">5</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(5</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.8 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/17/2057</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(63</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">36</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(27</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GST</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.A.6 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/11/2063</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(71</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">41</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(30</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BB.6 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">5.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/11/2063</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(135</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(97</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(232</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.6 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/11/2063</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,200</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(121</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(157</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(278</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.7 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/17/2047</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(20</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(18</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.9 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/17/2058</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,200</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(274</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">143</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(131</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MYC</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.10 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">11/17/2059</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,750</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(293</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">148</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(145</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.6 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">05/11/2063</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">550</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(29</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(40</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(69</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.7 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">01/17/2047</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">700</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(31</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(1</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(32</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.8 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10/17/2057</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">400</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(46</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">19</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(27</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">CMBX.NA.BBB-.9 Index</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3.000</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Monthly</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/17/2058</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,100</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(136</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">70</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(66</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,582</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">221</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,361</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>INTEREST RATE SWAPS</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center"><U>Swap Agreements, at Value</U></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pay/</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">Unrealized</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Receive</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">Payment</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">Maturity</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">Notional</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">Premiums</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">Appreciation/</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Counterparty</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Floating Rate</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Floating Rate Index</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Fixed Rate</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Frequency</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Date</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Amount</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">Paid/(Received)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(Depreciation)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Asset</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Liability</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif">GLM</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 7%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Pay</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 12%; font: 8pt Arial, Helvetica, Sans-Serif">3-Month USD-LIBOR</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0.330%</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Annual</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; white-space: nowrap"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">09/06/2024
    EUR</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">405,400</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="width: 8%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">938</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">938</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="width: 6%; font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="width: 1%; font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="4" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Total Swap Agreements</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,606</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,184</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">939</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(1,361</TD><TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 8pt"><B>(n)</B></FONT></TD><TD><FONT STYLE="font-size: 8pt"><B>Securities with an aggregate
market value of $1,473 have been pledged as collateral for financial derivative instruments as governed by International Swaps
and Derivatives Association, Inc. master agreements as of March 31, 2019.</B></FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-size: 8pt">**</FONT></TD><TD><FONT STYLE="font-size: 8pt">Notional Amount represents
the number of contracts.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">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)
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) 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.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">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&rsquo;s credit soundness and a greater likelihood or risk of default or other credit
event occurring as defined under the terms of the agreement.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"></FONT></P>

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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"></FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of
    Investments PIMCO Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; font-size: 8pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, 2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(3)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">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.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(4)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">The prices and resulting
values for credit default swap agreements 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&rsquo; credit soundness and a greater likelihood or risk of default or other credit
event occurring as defined under the terms of the agreement.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>FAIR VALUE MEASUREMENTS</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>The following is a summary of
the fair valuations according to the inputs used as of March 31, 2019 in valuing the Fund&rsquo;s assets and liabilities</B>:</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 90%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 8.65pt; text-indent: -8.65pt">Category and Subcategory</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom">Level 1</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; text-align: center; vertical-align: bottom">Level 2</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">Level 3</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid">Fair Value<BR> at 03/31/2019</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Investments in Securities, at Value</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 48%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Loan Participations and Assignments</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,835</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">8,614</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">24,449</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Corporate Bonds &amp; Notes</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">Banking &amp; Finance</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">45,380</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,543</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">47,923</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in">Industrials</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">51,611</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">195</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">51,806</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in">Utilities</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,043</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,043</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Municipal Bonds &amp; Notes</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in">Illinois</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">299</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">299</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">West Virginia</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3,210</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">3,210</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">U.S. Government Agencies</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">825,407</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">825,407</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Non-Agency Mortgage-Backed Securities</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">110,314</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">110,314</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Asset-Backed Securities</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">60,973</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">13,256</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">74,229</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Sovereign Issues</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,923</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,923</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Common Stocks</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">Consumer Discretionary</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">240</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">240</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in">Energy</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Preferred Securities</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">Banking &amp; Finance</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">5,602</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">5,602</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Real Estate Investment Trusts</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">Real Estate</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">968</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">968</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Short-Term Instruments</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">Repurchase Agreements</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,026</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">15,026</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">U.S. Treasury Bills</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,851</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,851</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Total Investments</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,208</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,166,489</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">24,608</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,192,305</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Short Sales, at Value - Liabilities</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">U.S. Government Agencies</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(187,137</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">(187,137</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Financial Derivative Instruments - Assets</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Exchange-traded or centrally cleared</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,607</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,607</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Over the counter</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,710</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,710</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">4,317</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">4,317</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Financial Derivative Instruments - Liabilities</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Exchange-traded or centrally cleared</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(8</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(688</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(696</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Over the counter</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,137</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,137</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(8</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,825</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(2,833</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Total Financial Derivative Instruments</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">(8</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,492</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">1,484</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Totals</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,200</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">980,844</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">24,608</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">1,006,652</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>The following is a reconciliation
of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2019:</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B></B></FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Category
    and Subcategory</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Beginning
    Balance at 06/30/2018</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Net
    Purchases</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Net
    Sales/Settlements</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Accrued
    Discounts/ (Premiums)</FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Realized
    Gain/(Loss)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Net
    Change in Unrealized Appreciation/ (Depreciation) </FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><P STYLE="margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Transfers
                                         into Level 3</FONT></P>


</TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><P STYLE="margin: 0pt 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Transfers
                                         out of Level 3</FONT></P>


</TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Ending
    Balance at 03/31/2019</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Net
    Change in Unrealized Appreciation/ (Depreciation) on Investments Held at 03/31/2019 </FONT><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD><TD STYLE="font-size: 8pt; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Investments
    in Securities, at Value</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Loan
    Participations</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">and
    Assignments</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">1,377</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">7,341</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 5%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(143</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">39</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">8,614</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">$</FONT></TD><TD STYLE="width: 6%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(143</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Corporate
    Bonds &amp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Notes</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Banking
    &amp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Finance</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,095</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(2,400</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">10</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(162</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">2,543</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(156</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Industrials</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">190</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">195</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">6</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Asset-Backed</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font-size: 8pt; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Securities</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">15,074</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(321</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">74</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(7</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,564</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">)</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">0</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">13,256</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">&nbsp;</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(1,564</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">)</FONT></TD></TR>
</TABLE>

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<P STYLE="margin: 0"></P>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 8pt; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 80%; font-size: 8pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 14pt">Schedule of
    Investments PIMCO Strategic Income Fund, Inc. (Cont.)</FONT></TD>
    <TD STYLE="width: 20%; font-size: 8pt; text-align: right; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">March 31, 2019 (Unaudited)</FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 15%">Totals</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 5%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">6,662</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 5%; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">22,415</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 5%; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,724</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 5%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">76</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 5%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">3</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 6%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(1,863</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 6%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">39</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 6%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">0</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 6%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">24,608</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; width: 6%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(1,857</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; width: 1%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">)</TD></TR>
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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B></B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>



<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"><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></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Category and Subcategory</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Ending <BR>
Balance <BR>
at 03/31/2019</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Valuation Technique</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">Unobservable Inputs</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid">Input Value(s) <BR>
(% Unless Noted Otherwise)</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; text-align: left">Investments in Securities, at Value</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 20%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Loan Participations and Assignments</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">$</TD><TD STYLE="width: 10%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">8,614</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 25%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Third Party Vendor</TD><TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 20%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Broker Quote</TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="width: 15%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">94.750 - 101.000</FONT></TD><TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Corporate Bonds &amp; Notes</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 0.125in">Banking &amp; Finance</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,543</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Reference Instrument</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Option Adjusted Spread</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">642.930 bps</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 0.125in">Industrials</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">195</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Reference Instrument</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Yield</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">9.870</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Asset-Backed Securities</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">2,124</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Other Valuation Techniques<SUP>(2)</SUP></FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">-</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">-</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">11,132</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">Proxy Pricing</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Base Price</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">5,371.000 - 106,117.000</FONT></TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Total</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">$</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">24,608</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: left">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(1)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">Any difference between Net
Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held
at March 31, 2019 may be due to an investment no longer held or categorized as Level 3 at period end.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: left"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; margin-bottom: 0pt; width: 100%"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 8pt"><SUP>(2)</SUP></FONT></TD><TD><FONT STYLE="font-size: 8pt">Includes valuation techniques
not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to
the Fund.</FONT></TD>
</TR></TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 8pt"></FONT></P>

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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 14pt; color: #355485">Notes to Financial
Statements</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>1.
INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS </B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt"><B>(a) Investment Valuation Policies
</B> The net asset value (&ldquo;NAV&rdquo;) of the Fund&rsquo;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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">On each day that the New York Stock
Exchange (&ldquo;NYSE&rdquo;) is open, Fund shares are ordinarily valued as of the close of regular trading (&ldquo;NYSE Close&rdquo;).
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 (&ldquo;SEC&rdquo;).</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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&rsquo;s approved pricing
services, quotation reporting systems and other third-party sources (together, &ldquo;Pricing Services&rdquo;). 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 (&ldquo;PIMCO&rdquo; or the &ldquo;Manager&rdquo;) 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&rsquo;s investments in open-end management investment companies, other than exchange-traded funds (&ldquo;ETFs&rdquo;),
are valued at the NAVs of such investments.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">If a foreign (non-U.S.) equity
security&rsquo;s value has materially changed after the close of the security&rsquo;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 &ldquo;Board&rdquo;). 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 (&ldquo;zero trigger&rdquo;) 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&rsquo;s
portfolio investments being affected when shareholders are unable to buy or sell shares.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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) the creditworthiness of the borrower and any intermediate participants, (b) the terms of the loan, (c) recent prices in the
market for similar loans, if any, and (d) recent prices in the market for instruments of similar quality, rate, period until next
interest rate reset and maturity.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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&rsquo;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&rsquo;s next calculated NAV.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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 Board. 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 (&ldquo;Broker Quotes&rdquo;), Pricing Services&rsquo;
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&rsquo;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&rsquo;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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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&rsquo;s policy is intended to result in a calculation of the Fund&rsquo;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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt"><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,</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"></FONT></P>

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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 14pt; color: #355485">Notes to Financial
Statements </FONT><FONT STYLE="font-size: 10pt; color: #355485">(Cont.)</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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:</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&bull; Level 1 &mdash; Quoted
prices in active markets or exchanges for identical assets and liabilities.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&bull; Level 2 &mdash;
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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&bull; Level 3 &mdash;
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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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 2 to Level 3 are a result of a change, in the normal course of business,
from the use of methods used by Pricing Services (Level 2) to the use of a Broker Quote or valuation technique which utilizes
significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). In accordance with the requirements
of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Consolidated Schedule
of Investments for the Fund.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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&rsquo;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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt"><B>(c) Valuation Techniques and
the Fair Value Hierarchy </B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt"><B>Level 1 and Level 2 trading
assets and trading liabilities, at fair value </B>The valuation methods (or &ldquo;techniques&rdquo;) 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:</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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&rsquo; 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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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 (&ldquo;OIS&rdquo;), London Interbank Offered Rate (&ldquo;LIBOR&rdquo;) forward
rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"></FONT></P>

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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-size: 8pt">March 31, 2019 (Unaudited)</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt"><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:</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">Proxy pricing procedures set the
base price of a fixed income security and subsequently adjust the price proportionally to market value changes of a pre-determined
security deemed to be comparable in duration, generally a U.S. Treasury or sovereign note based on country of issuance. The base
price may be a broker-dealer quote, transaction price, or an internal value as derived by analysis of market data. The base price
of the security may be reset on a periodic basis based on the availability of market data and procedures approved by the Valuation
Oversight Committee. Significant changes in the unobservable inputs of the proxy pricing process (the base price) 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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B>2.
FEDERAL INCOME TAX MATTERS </B></FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">The Fund intends to qualify as
a regulated investment company under Subchapter M of the Internal Revenue Code (the &ldquo;Code&rdquo;) 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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">In accordance with U.S. GAAP, the
Manager has reviewed the Fund&rsquo;s tax positions for all open tax years. As of March 31, 2019, 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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 10pt">The Fund files U.S. federal, state,
and local tax returns as required. The Fund&rsquo;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.</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt"></FONT></P>

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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD COLSPAN="4"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Glossary: (abbreviations that may
    be used in the preceding statements)</B></FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">(Unaudited)</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="4">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Counterparty Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 8%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BOA</B></FONT></TD>
    <TD STYLE="width: 25%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Bank of America N.A.</FONT></TD>
    <TD STYLE="width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FOB</B></FONT></TD>
    <TD STYLE="width: 24%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit Suisse Securities (USA)
    LLC</FONT></TD>
    <TD STYLE="width: 10%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MSC</B></FONT></TD>
    <TD STYLE="width: 23%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan Stanley &amp; Co., Inc.</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BPS</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">BNP Paribas S.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GLM</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs Bank USA</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MYC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan Stanley Capital Services, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BRC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Barclays Bank PLC</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GSC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs &amp; Co.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>NOM</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Nomura Securities International Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CBK</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citibank N.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GST</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Goldman Sachs International</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>RBC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Royal Bank of Canada</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>DUB</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Deutsche Bank AG</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>HUS</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">HSBC Bank USA N.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>RTA</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">RBC (Barbados) Trading Bank Corp.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FAR</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Wells Fargo Bank National Association</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>JPM</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JP Morgan Chase Bank N.A.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SAL</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Citigroup Global Markets, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FBF</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Credit Suisse International</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>JPS</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">JP Morgan Securities, Inc.</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SCX</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Standard Chartered Bank</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>FICC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Fixed Income Clearing Corporation</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>MSB</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Morgan Stanley Bank, N.A</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>SOG</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Societe Generale Paris</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Currency Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ARS</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Argentine Peso</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>GBP</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">British Pound</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>RUB</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Russian Ruble</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CAD</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Canadian Dollar</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>PEN</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Peruvian New Sol</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>USD (or $)</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">United States Dollar</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>EUR</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Euro</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Exchange Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>OTC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Over the Counter</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Index/Spread Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ARLLMONP</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Argentina Blended Policy Rate</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>CMBX</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Commercial Mortgage-Backed Index</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LIBOR03M</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">3 Month USD-LIBOR</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BADLARPP</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Argentina Badlar Floating Rate Notes</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>Other Abbreviations:</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>ALT</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Alternate Loan Trust</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>LIBOR</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">London Interbank Offered Rate</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TBD</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">To-Be-Determined</FONT></TD>
    </TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Interest rate to be determined when
    loan</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>BABs</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Build America Bonds</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>REMIC</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Real Estate Mortgage Investment Conduit</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TBD%</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">settles or at the time of funding</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>EURIBOR</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">Euro Interbank Offered Rate</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><B>TBA</B></FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt">To-Be-Announced</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    </TR>
</TABLE>


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