<SEC-DOCUMENT>0000916183-20-000040.txt : 20200529
<SEC-HEADER>0000916183-20-000040.hdr.sgml : 20200529
<ACCEPTANCE-DATETIME>20200529133240
ACCESSION NUMBER:		0000916183-20-000040
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200331
FILED AS OF DATE:		20200529
PERIOD START:           	20200630

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-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08216
		FILM NUMBER:		20926208

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

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	RCM STRATEGIC GLOBAL GOVERNMENT FUND INC
		DATE OF NAME CHANGE:	19931214
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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        <name>N/A</name>
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        <pctVal>0.0000001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>FIRST UNION NATIONAL BANK CHARLOTTE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UMBS PASS THRU POOLS</issuerName>
                <issueTitle>FNMA TBA 3.0% MAY 30YR</issueTitle>
                <identifiers>
                  <isin value="US01F0306526"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>69.500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1210.630000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317592855 OTC EPUT FN 3 MAY20 72 PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="AEI882134"/>
        </identifiers>
        <balance>25000000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.250000</valUSD>
        <pctVal>0.0000001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES LLC</counterpartyName>
              <counterpartyLei>ZBUT11V806EZRVTWT807</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UMBS PASS THRU POOLS</issuerName>
                <issueTitle>FNMA TBA 3.0% MAY 30YR</issueTitle>
                <identifiers>
                  <isin value="US01F0306526"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>72.000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-976.310000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVON INTERNATIONAL CAPITAL PLC</name>
        <lei>N/A</lei>
        <title>AVON INTERNATIONAL CAPIT SR SECURED 144A 08/22 6.5</title>
        <cusip>05409AAA1</cusip>
        <identifiers>
          <isin value="US05409AAA16"/>
        </identifiers>
        <balance>16000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14294.980000</valUSD>
        <pctVal>0.0059481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAFFINLAND IRON MINES CORP / BAFFINLAND IRON MINES LP</name>
        <lei>N/A</lei>
        <title>BAFFINLAND IRON CORP/LP SR SECURED 144A 07/26 8.75</title>
        <cusip>056623AA9</cusip>
        <identifiers>
          <isin value="US056623AA98"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>626115.000000</valUSD>
        <pctVal>0.2605230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCO DE CREDITO DEL PERU</name>
        <lei>549300EQYQ8SCQZ4BY14</lei>
        <title>BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65</title>
        <cusip>05971U2B2</cusip>
        <identifiers>
          <isin value="US05971U2B27"/>
        </identifiers>
        <balance>400000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="PEN" exchangeRt="3.432000"/>
        <valUSD>118005.270000</valUSD>
        <pctVal>0.0491013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCORP COMMERCIAL MORTGAGE TRUST 2017-CRE2</name>
        <lei>N/A</lei>
        <title>THE BANCORP COMMERCIAL MORTGAG BANC 2017 CRE2 D 144A</title>
        <cusip>05972AAJ9</cusip>
        <identifiers>
          <isin value="US05972AAJ97"/>
        </identifiers>
        <balance>3300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3116145.780000</valUSD>
        <pctVal>1.2966110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.45463</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTGE SECURITIES 2005-A</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A1</title>
        <cusip>05949AH86</cusip>
        <identifiers>
          <isin value="US05949AH867"/>
        </identifiers>
        <balance>11351.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10313.750000</valUSD>
        <pctVal>0.0042915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.67591</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC SUBORDINATED 11/22 7.625</title>
        <cusip>06740L8C2</cusip>
        <identifiers>
          <isin value="US06740L8C27"/>
        </identifiers>
        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818792.000000</valUSD>
        <pctVal>0.3406948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC JR SUBORDINA 12/99 VAR</title>
        <cusip>06738EBG9</cusip>
        <identifiers>
          <isin value="US06738EBG98"/>
        </identifiers>
        <balance>250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232326.250000</valUSD>
        <pctVal>0.0966697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BARCLAYS PLC</name>
              <title>BARCLAYS PLC</title>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB0031348658"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="460.829" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC JR SUBORDINA REGS VAR</title>
        <cusip>931ZUKII2</cusip>
        <identifiers>
          <isin value="XS1658012023"/>
        </identifiers>
        <balance>900000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>794767.400000</valUSD>
        <pctVal>0.3306983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BARCLAYS PLC</name>
              <title>BARCLAYS PLC</title>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB0031348658"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="606.061" curCd="GBP"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCAP LLC TRUST 2011-R11</name>
        <lei>N/A</lei>
        <title>BCAP LLC TRUST BCAP 2011 R11 8A7 144A</title>
        <cusip>05533FCN9</cusip>
        <identifiers>
          <isin value="US05533FCN96"/>
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        <balance>210521.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160445.210000</valUSD>
        <pctVal>0.0667604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.047</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLEAR CHANNEL OUTDOOR HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK</title>
        <cusip>18453H106</cusip>
        <identifiers>
          <isin value="US18453H1068"/>
        </identifiers>
        <balance>291816.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>186762.240000</valUSD>
        <pctVal>0.0777107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  COMM MTGE SEC 2005-PW1</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PW10 C</title>
        <cusip>07387BEG4</cusip>
        <identifiers>
          <isin value="US07387BEG41"/>
        </identifiers>
        <balance>5727847.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5350627.050000</valUSD>
        <pctVal>2.2263662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60578</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  COMM MTGE SEC 2006-T22</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T22 H 144A</title>
        <cusip>07387BGC1</cusip>
        <identifiers>
          <isin value="US07387BGC19"/>
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        <balance>120000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120196.900000</valUSD>
        <pctVal>0.0500133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.74503</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  COMM MTGE SEC 2006-T24</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 B 144A</title>
        <cusip>07388NAH9</cusip>
        <identifiers>
          <isin value="US07388NAH98"/>
        </identifiers>
        <balance>2948158.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3018619.170000</valUSD>
        <pctVal>1.2560307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.657</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2</title>
        <cusip>073873AK7</cusip>
        <identifiers>
          <isin value="US073873AK72"/>
        </identifiers>
        <balance>297684.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181420.340000</valUSD>
        <pctVal>0.0754880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.88412</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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        <curCd>USD</curCd>
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      <invstOrSec>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BOMBARDIER INC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
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        <curCd>USD</curCd>
        <valUSD>75750.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BOMBARDIER INC</name>
        <lei>W7L3VLU8EHQY34Z36697</lei>
        <title>BOMBARDIER INC SR UNSECURED 144A 12/24 7.5</title>
        <cusip>097751BR1</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287564.650000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BROOKFIELD FINANCE INC</name>
        <lei>N/A</lei>
        <title>BROOKFIELD FINANCE INC COMPANY GUAR 01/28 3.9</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6175.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROOKFIELD FINANCE INC</name>
        <lei>N/A</lei>
        <title>BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73600.410000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <curCd>USD</curCd>
        <valUSD>11990.660000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CBL &amp; ASSOCIATES LIMITED PARTNERSHIP</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>549300VS75TWHD9JTH89</lei>
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        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <lei>8M3THTGWLTYZVE6BBY25</lei>
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        <assetCat>DBT</assetCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHL MORTGAGE PASS-THROUGH TRUST 2006-TM1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2006 TM1 A1</title>
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          <isin value="US126694U970"/>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYSTEMS INC</name>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MTGE TRUST 2007-C6</name>
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        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJ</title>
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          <isin value="US17311QBN97"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MTGE TRUST 2007-C6</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE CGCMT 2007 C6 AJFX 144A</title>
        <cusip>17311QAE0</cusip>
        <identifiers>
          <isin value="US17311QAE08"/>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TR 2003-UP3</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 UP3 A3</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3</name>
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      <invstOrSec>
        <name>CITIGROUP/DEUTSCHE BK COMM MTGE 2007-CD4</name>
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        <title>CD COMMERCIAL MORTGAGE TRUST CD 2007 CD4 AJ</title>
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      <invstOrSec>
        <name>CITRIX SYSTEMS INC</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>CITRIX SYSTEMS INC SR UNSECURED 03/30 3.3</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CITY OF BUENOS AIRES</name>
        <lei>5299007MC8RF52X0ON96</lei>
        <title>CITY OF BUENOS AIRES UNSECURED 03/24 VAR</title>
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        <issuerCat>MUN</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>CITY OF CHICAGO</name>
        <lei>T5UYO5SYLC8K73MJQX30</lei>
        <title>CHICAGO IL CHI 01/29 FIXED 7.045</title>
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      <invstOrSec>
        <name>CLARIVATE (CAMELOT FINANCE SA)</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>CLEAR CHANNEL WORLDWIDE HOLDINGS INC</name>
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        <title>CLEAR CHANNEL WORLDWIDE COMPANY GUAR 144A 02/24 9.25</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>COBHAM (AI CONVOY LUXEMBOURG SARL)</name>
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        <title>AI CONVOY LUXEMBOURG S A R L USD TERM LOAN B</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-17</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM</title>
        <cusip>20173WAH1</cusip>
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          <isin value="US20173WAH16"/>
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        <balance>4399060.040000</balance>
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        <curCd>USD</curCd>
        <valUSD>2822568.890000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.98314</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CREDIT SUISSE GROUP AG</name>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2007-C1</name>
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      <invstOrSec>
        <name>CREDIT SUISSE MRTG CAPITAL CERT 2006-2</name>
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      <invstOrSec>
        <name>CS FIRST BOSTON MTGE SEC CORP 2004-1</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CVS PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507</title>
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          <isin value="US126650BS86"/>
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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
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        <assetCat>EP</assetCat>
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        <name>DIAMOND RESORTS INTERNATIONAL INC</name>
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        <name>DISH DBS CORPORATION</name>
        <lei>N/A</lei>
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        <name>DUBAI WORLD CORP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
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      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INCORPORATED</name>
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        <name>ELDORADO RESORTS INC</name>
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        <title>ELDORADO RESORTS INC COMPANY GUAR 09/26 6</title>
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        <name>EMERALD BAY SA</name>
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        <title>EMERALD BAY SA PASS THRU CE 144A 10/20 0.0000</title>
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        <name>ENCORE CREDIT RECEIVABLES TR 2005-1</name>
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        <title>ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M3</title>
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        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
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        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9</title>
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        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75</title>
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        <name>ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENSCO JERSEY FINANCE LIMITED</name>
        <lei>N/A</lei>
        <title>ENSCO JERSEY FINANCE LTD COMPANY GUAR 01/24 3</title>
        <cusip>29359WAB1</cusip>
        <identifiers>
          <isin value="US29359WAB19"/>
        </identifiers>
        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3299.990000</valUSD>
        <pctVal>0.0013731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>VALARIS PLC</name>
              <title>VALARIS PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="GB00BJVJZD68"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.8336" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENVISION HEALTHCARE CORPORATION</name>
        <lei>549300OL60X0LPKY8N60</lei>
        <title>ENTERPRISE MERGER SUB INC INITIAL TERM LOANS</title>
        <cusip>29373UAC5</cusip>
        <identifiers>
          <isin value="US29373UAC53"/>
        </identifiers>
        <balance>8112558.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4348331.130000</valUSD>
        <pctVal>1.8093164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.7394</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENVISION HEALTHCARE CORPORATION</name>
        <lei>549300OL60X0LPKY8N60</lei>
        <title>ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75</title>
        <cusip>29373TAA2</cusip>
        <identifiers>
          <isin value="US29373TAA25"/>
        </identifiers>
        <balance>1059000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265854.010000</valUSD>
        <pctVal>0.1106204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUITABLE HOLDINGS INC</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5</title>
        <cusip>054561AM7</cusip>
        <identifiers>
          <isin value="US054561AM77"/>
        </identifiers>
        <balance>5000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4744.830000</valUSD>
        <pctVal>0.0019743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ESH HOSPITALITY INC</name>
        <lei>54930042FMK7X7SQ2896</lei>
        <title>ESH HOSPITALITY INC COMPANY GUAR 144A 10/27 4.625</title>
        <cusip>26907YAB0</cusip>
        <identifiers>
          <isin value="US26907YAB02"/>
        </identifiers>
        <balance>31000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24352.050000</valUSD>
        <pctVal>0.0101328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROSAIL PLC 2007-6NCX</name>
        <lei>N/A</lei>
        <title>EUROSAIL PLC ESAIL 2007 6NCX B1A REGS</title>
        <cusip>G329A0AA2</cusip>
        <identifiers>
          <isin value="XS0332286862"/>
        </identifiers>
        <balance>1581970.850000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>1704903.280000</valUSD>
        <pctVal>0.7094008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.1055</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROSAIL PLC 2007-6NCX</name>
        <lei>N/A</lei>
        <title>EUROSAIL PLC ESAIL 2007 6NCX C1A REGS</title>
        <cusip>G329A0AF1</cusip>
        <identifiers>
          <isin value="XS0332287084"/>
        </identifiers>
        <balance>1129979.180000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>1181650.780000</valUSD>
        <pctVal>0.4916783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7555</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EUROSAIL PLC 2007-6NCX</name>
        <lei>N/A</lei>
        <title>EUROSAIL PLC ESAIL 2007 6NCX D1A REGS</title>
        <cusip>G329A0AE4</cusip>
        <identifiers>
          <isin value="XS0332287597"/>
        </identifiers>
        <balance>960482.300000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>1121735.860000</valUSD>
        <pctVal>0.4667481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.3555</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXELA INTERMEDIATE LLC / EXELA FINANCE INC</name>
        <lei>N/A</lei>
        <title>EXELA INTERMED/EXELA FIN SR SECURED 144A 07/23 10</title>
        <cusip>30162RAA9</cusip>
        <identifiers>
          <isin value="US30162RAA95"/>
        </identifiers>
        <balance>65000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17550.000000</valUSD>
        <pctVal>0.0073025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 1993-21</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1993 21 KA</title>
        <cusip>31358T4H9</cusip>
        <identifiers>
          <isin value="US31358T4H94"/>
        </identifiers>
        <balance>6413.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6838.240000</valUSD>
        <pctVal>0.0028454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 1997-33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1997 33 PA</title>
        <cusip>31359PQJ8</cusip>
        <identifiers>
          <isin value="US31359PQJ83"/>
        </identifiers>
        <balance>204246.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235730.650000</valUSD>
        <pctVal>0.0980862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 1997-79</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1997 79 PL</title>
        <cusip>31359RAQ5</cusip>
        <identifiers>
          <isin value="US31359RAQ56"/>
        </identifiers>
        <balance>8670.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9927.770000</valUSD>
        <pctVal>0.0041309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.85</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2001-46</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 46 ZL</title>
        <cusip>313920XQ8</cusip>
        <identifiers>
          <isin value="US313920XQ80"/>
        </identifiers>
        <balance>160409.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180093.150000</valUSD>
        <pctVal>0.0749358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2001-49</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 49 Z</title>
        <cusip>313921AG3</cusip>
        <identifiers>
          <isin value="US313921AG39"/>
        </identifiers>
        <balance>121208.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141709.970000</valUSD>
        <pctVal>0.0589647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2001-50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 50 BA</title>
        <cusip>31392AJW9</cusip>
        <identifiers>
          <isin value="US31392AJW99"/>
        </identifiers>
        <balance>33681.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38927.800000</valUSD>
        <pctVal>0.0161976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2001-60</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 60 ZM</title>
        <cusip>3139213J5</cusip>
        <identifiers>
          <isin value="US3139213J52"/>
        </identifiers>
        <balance>25417.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30006.870000</valUSD>
        <pctVal>0.0124857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2001-79</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2001 79 BA</title>
        <cusip>31392BMM5</cusip>
        <identifiers>
          <isin value="US31392BMM53"/>
        </identifiers>
        <balance>577361.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676744.970000</valUSD>
        <pctVal>0.2815898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-70</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 70 QZ</title>
        <cusip>31392FCA3</cusip>
        <identifiers>
          <isin value="US31392FCA30"/>
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        <balance>3006705.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3427606.310000</valUSD>
        <pctVal>1.4262080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2002-93</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2002 93 A1</title>
        <cusip>31392GRW7</cusip>
        <identifiers>
          <isin value="US31392GRW77"/>
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        <balance>338972.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406067.310000</valUSD>
        <pctVal>0.1689624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2003-47</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2003 47 PE</title>
        <cusip>31393CRH8</cusip>
        <identifiers>
          <isin value="US31393CRH87"/>
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        <balance>18618.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21985.150000</valUSD>
        <pctVal>0.0091479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2003-71</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2003 71 TA</title>
        <cusip>31393EJT7</cusip>
        <identifiers>
          <isin value="US31393EJT73"/>
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        <balance>54284.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65402.310000</valUSD>
        <pctVal>0.0272135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2003-89</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2003 89 IO</title>
        <cusip>31393TFP6</cusip>
        <identifiers>
          <isin value="US31393TFP66"/>
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        <balance>4362512.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177353.170000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.10117</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 53 NC</title>
        <cusip>31394ABD7</cusip>
        <identifiers>
          <isin value="US31394ABD72"/>
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        <balance>6817.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7203.610000</valUSD>
        <pctVal>0.0029974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-81</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 81 ZH</title>
        <cusip>31394BCG7</cusip>
        <identifiers>
          <isin value="US31394BCG77"/>
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        <balance>258965.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265561.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2004-92</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 92 BW</title>
        <cusip>31394BRK2</cusip>
        <identifiers>
          <isin value="US31394BRK25"/>
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        <balance>801044.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>891710.630000</valUSD>
        <pctVal>0.3710358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2005-22</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 22 DB</title>
        <cusip>31394DBP4</cusip>
        <identifiers>
          <isin value="US31394DBP42"/>
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        <balance>1370000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1596262.080000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2005-7</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 7 ZY</title>
        <cusip>31394B5P5</cusip>
        <identifiers>
          <isin value="US31394B5P54"/>
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        <balance>206298.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231047.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-67</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 67 ZW</title>
        <cusip>31397MCX3</cusip>
        <identifiers>
          <isin value="US31397MCX39"/>
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        <balance>146428.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167974.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2010-76</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 76 ZC</title>
        <cusip>31398TFU0</cusip>
        <identifiers>
          <isin value="US31398TFU07"/>
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        <balance>1007730.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1128470.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01</name>
        <lei>N/A</lei>
        <title>FANNIE MAE   CAS CAS 2017 C01 1B1</title>
        <cusip>30711XEQ3</cusip>
        <identifiers>
          <isin value="US30711XEQ34"/>
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        <balance>660000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429165.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.69663</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01</name>
        <lei>N/A</lei>
        <title>FANNIE MAE   CAS CAS 2017 C01 1M2</title>
        <cusip>30711XEP5</cusip>
        <identifiers>
          <isin value="US30711XEP50"/>
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        <balance>486995.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450874.510000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.49663</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE GRANTOR TR 2004-T1</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A1</title>
        <cusip>31393XFS1</cusip>
        <identifiers>
          <isin value="US31393XFS18"/>
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        <balance>897024.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1043980.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE GRANTOR TRUST 2000-T6</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2000 T6 A1</title>
        <cusip>31358SR37</cusip>
        <identifiers>
          <isin value="US31358SR373"/>
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        <balance>60710.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65760.210000</valUSD>
        <pctVal>0.0273625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE GRANTOR TRUST 2001-T5</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A3</title>
        <cusip>31359SY20</cusip>
        <identifiers>
          <isin value="US31359SY203"/>
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        <balance>82631.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100181.810000</valUSD>
        <pctVal>0.0416851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
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        <name>FANNIE MAE-1991-162</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1991 162 GB</title>
        <cusip>31358KF45</cusip>
        <identifiers>
          <isin value="US31358KF458"/>
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        <balance>14478.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15109.260000</valUSD>
        <pctVal>0.0062869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-1993-105</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1993 105 D</title>
        <cusip>31359AS75</cusip>
        <identifiers>
          <isin value="US31359AS757"/>
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        <balance>14320.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15210.850000</valUSD>
        <pctVal>0.0063292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-1996-46</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1996 46 ZA</title>
        <cusip>31359KF85</cusip>
        <identifiers>
          <isin value="US31359KF852"/>
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        <balance>7524.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8490.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-1997-35</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1997 35 PJ</title>
        <cusip>31359PTR7</cusip>
        <identifiers>
          <isin value="US31359PTR72"/>
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        <balance>5531.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6176.070000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE GRANTOR TRUST 2002-18</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2002 T18 A1</title>
        <cusip>31392GFN0</cusip>
        <identifiers>
          <isin value="US31392GFN07"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141740.500000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE GRANTOR TRUST 2002-T16</name>
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        <cusip>31392FDB0</cusip>
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          <isin value="US31392FDB04"/>
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        <curCd>USD</curCd>
        <valUSD>1423770.770000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE GRANTOR TRUST 2002-T19</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A2</title>
        <cusip>31392GVR3</cusip>
        <identifiers>
          <isin value="US31392GVR37"/>
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        <curCd>USD</curCd>
        <valUSD>39156.910000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE GRANTOR TRUST 2002-T19</name>
        <lei>N/A</lei>
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          <isin value="US31392GVS10"/>
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        <curCd>USD</curCd>
        <valUSD>26181.390000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE GRANTOR TRUST 2002-T4</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2002 T4 A1</title>
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        <identifiers>
          <isin value="US31392B6T87"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389255.180000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE GRANTOR TRUST 2004-T2</name>
        <lei>N/A</lei>
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          <isin value="US31393X7C53"/>
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        <curCd>USD</curCd>
        <valUSD>131498.670000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2001-W3</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2001 W3 A</title>
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        <identifiers>
          <isin value="US3139216F04"/>
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        <curCd>USD</curCd>
        <valUSD>390472.010000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2002-W1</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2002 W1 2A</title>
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          <isin value="US31392CMS07"/>
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        <curCd>USD</curCd>
        <valUSD>464446.750000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2003-W1</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1</title>
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          <isin value="US31392GVX05"/>
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        <curCd>USD</curCd>
        <valUSD>27953.060000</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2003-W18</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2003 W18 1A7</title>
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          <isin value="US31393UNR04"/>
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        <curCd>USD</curCd>
        <valUSD>1403509.430000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2003-W3</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2003 W3 1A3</title>
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        <identifiers>
          <isin value="US31392JYH66"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2406.690000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2003-W6</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2003 W6 3A</title>
        <cusip>31393BU94</cusip>
        <identifiers>
          <isin value="US31393BU941"/>
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        <balance>696156.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818702.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W2</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2004 W2 2A2</title>
        <cusip>31393XGQ4</cusip>
        <identifiers>
          <isin value="US31393XGQ43"/>
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        <balance>56157.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66088.080000</valUSD>
        <pctVal>0.0274989</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W2</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2004 W2 5A</title>
        <cusip>31393XGU5</cusip>
        <identifiers>
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        <balance>92784.830000</balance>
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        <curCd>USD</curCd>
        <valUSD>108834.280000</valUSD>
        <pctVal>0.0452853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W8</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2004 W8 2A</title>
        <cusip>31394ALL8</cusip>
        <identifiers>
          <isin value="US31394ALL88"/>
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        <balance>231815.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272285.700000</valUSD>
        <pctVal>0.1132966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W8</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2004 W8 3A</title>
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          <isin value="US31394ALN45"/>
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        <curCd>USD</curCd>
        <valUSD>525510.250000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FERROGLOBE PLC / GLOBE SPECIALTY METALS INC</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US315419AA96"/>
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        <curCd>USD</curCd>
        <valUSD>190733.400000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC 2173 REMIC</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2173 Z</title>
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          <isin value="US3133TLM623"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41937.940000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHEARTMEDIA INC</name>
        <lei>N/A</lei>
        <title>IHEARTMEDIA INC   CLASS A COMMON STOCK</title>
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          <isin value="US45174J5092"/>
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        <balance>16075.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117508.250000</valUSD>
        <pctVal>0.0488945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL 1B0797 FH 04/33 FLOATING VAR</title>
        <cusip>31336SNN4</cusip>
        <identifiers>
          <isin value="US31336SNN44"/>
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        <balance>992.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000.980000</valUSD>
        <pctVal>0.0004165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.988</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IHEARTMEDIA INC</name>
        <lei>N/A</lei>
        <title>IHEARTMEDIA INC COMMON STOCK UNIT</title>
        <cusip>45174J608</cusip>
        <identifiers>
          <isin value="US45174J6082"/>
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        <balance>216.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1421.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31348SLQ56"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3347.970000</valUSD>
        <pctVal>0.0013931</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL A54878 FG 12/30 FIXED 7.5</title>
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          <isin value="US3128KHM372"/>
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        <curCd>USD</curCd>
        <valUSD>233296.450000</valUSD>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C00450 FG 03/26 FIXED 7.5</title>
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        <identifiers>
          <isin value="US31292GQB58"/>
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        <balance>768.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>843.890000</valUSD>
        <pctVal>0.0003511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C00489 FG 12/26 FIXED 7.5</title>
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          <isin value="US31292GRJ75"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64049.660000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31292HF331"/>
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        <curCd>USD</curCd>
        <valUSD>276.720000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C36310 FG 02/30 FIXED 7.5</title>
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          <isin value="US31294DAK72"/>
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        <curCd>USD</curCd>
        <valUSD>28.900000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C37703 FG 04/30 FIXED 7.5</title>
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          <isin value="US31294ERY76"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149.490000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C37903 FG 04/30 FIXED 7.5</title>
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          <isin value="US31294EX873"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63.820000</valUSD>
        <pctVal>0.0000266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL C38907 FG 06/29 FIXED 6.5</title>
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        <identifiers>
          <isin value="US31294F3Q74"/>
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        <balance>2469.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2742.830000</valUSD>
        <pctVal>0.0011413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FHLMC STRUCTURED PASS THROUGH SEC T-41</name>
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        <name>FHLMC STRUCTURED PASS THROUGH SEC T-51</name>
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        <curCd>USD</curCd>
        <valUSD>1218166.780000</valUSD>
        <pctVal>0.5068724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLEET US BIDCO INC</name>
        <lei>N/A</lei>
        <title>FLEET US BIDCO INC TERM LOAN B</title>
        <cusip>G4001CAB3</cusip>
        <identifiers>
          <isin value="XAG4001CAB37"/>
        </identifiers>
        <balance>7960.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7283.400000</valUSD>
        <pctVal>0.0030306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.322</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>FLEX LTD SR UNSECURED 06/29 4.875</title>
        <cusip>33938XAA3</cusip>
        <identifiers>
          <isin value="US33938XAA37"/>
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        <balance>9000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8590.460000</valUSD>
        <pctVal>0.0035744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 190328 FN 12/32 FIXED VAR</title>
        <cusip>31368HLH4</cusip>
        <identifiers>
          <isin value="US31368HLH48"/>
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        <balance>161992.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186045.680000</valUSD>
        <pctVal>0.0774126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 193901 FN 12/22 FIXED 8</title>
        <cusip>31368MKN1</cusip>
        <identifiers>
          <isin value="US31368MKN10"/>
        </identifiers>
        <balance>1267.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1271.860000</valUSD>
        <pctVal>0.0005292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 252526 FN 04/29 FIXED 7</title>
        <cusip>31371HPK8</cusip>
        <identifiers>
          <isin value="US31371HPK85"/>
        </identifiers>
        <balance>27982.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28229.770000</valUSD>
        <pctVal>0.0117463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253184 FN 04/30 FIXED 8</title>
        <cusip>31371JFZ2</cusip>
        <identifiers>
          <isin value="US31371JFZ21"/>
        </identifiers>
        <balance>2781.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3416.070000</valUSD>
        <pctVal>0.0014214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253398 FN 08/30 FIXED 8</title>
        <cusip>31371JNP5</cusip>
        <identifiers>
          <isin value="US31371JNP56"/>
        </identifiers>
        <balance>4316.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5092.480000</valUSD>
        <pctVal>0.0021190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253585 FN 01/31 FIXED 8</title>
        <cusip>31371JUJ1</cusip>
        <identifiers>
          <isin value="US31371JUJ14"/>
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        <balance>2655.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3267.520000</valUSD>
        <pctVal>0.0013596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253862 FN 04/31 FIXED 6.5</title>
        <cusip>31371J5X8</cusip>
        <identifiers>
          <isin value="US31371J5X89"/>
        </identifiers>
        <balance>40490.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43940.130000</valUSD>
        <pctVal>0.0182832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 253973 FN 08/31 FIXED 6.5</title>
        <cusip>31371KCJ8</cusip>
        <identifiers>
          <isin value="US31371KCJ88"/>
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        <balance>2087.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2350.310000</valUSD>
        <pctVal>0.0009780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254072 FN 10/31 FIXED 6.5</title>
        <cusip>31371KFM8</cusip>
        <identifiers>
          <isin value="US31371KFM80"/>
        </identifiers>
        <balance>7890.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9106.260000</valUSD>
        <pctVal>0.0037891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254144 FN 11/31 FIXED 8</title>
        <cusip>31371KHV6</cusip>
        <identifiers>
          <isin value="US31371KHV61"/>
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        <balance>10042.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11679.160000</valUSD>
        <pctVal>0.0048596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254212 FN 01/32 FIXED 8</title>
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          <isin value="US31371KKZ39"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254357 FN 05/22 FIXED 7.5</title>
        <cusip>31371KQJ3</cusip>
        <identifiers>
          <isin value="US31371KQJ33"/>
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        <balance>12445.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12576.620000</valUSD>
        <pctVal>0.0052331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254463 FN 08/32 FIXED 6.5</title>
        <cusip>31371KTU5</cusip>
        <identifiers>
          <isin value="US31371KTU50"/>
        </identifiers>
        <balance>4483.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5135.330000</valUSD>
        <pctVal>0.0021368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254497 FN 09/32 FIXED 6.5</title>
        <cusip>31371KUW9</cusip>
        <identifiers>
          <isin value="US31371KUW97"/>
        </identifiers>
        <balance>6451.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7477.820000</valUSD>
        <pctVal>0.0031115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254881 FN 07/33 FIXED 6.5</title>
        <cusip>31371LCS6</cusip>
        <identifiers>
          <isin value="US31371LCS60"/>
        </identifiers>
        <balance>25231.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29402.800000</valUSD>
        <pctVal>0.0122343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 254915 FN 09/23 FIXED 4.5</title>
        <cusip>31371LDU0</cusip>
        <identifiers>
          <isin value="US31371LDU08"/>
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        <balance>16057.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17277.730000</valUSD>
        <pctVal>0.0071892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 255001 FN 11/33 FIXED 6.5</title>
        <cusip>31371LGJ2</cusip>
        <identifiers>
          <isin value="US31371LGJ26"/>
        </identifiers>
        <balance>37748.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44634.440000</valUSD>
        <pctVal>0.0185721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 255071 FN 01/34 FIXED 6.5</title>
        <cusip>31371LJQ3</cusip>
        <identifiers>
          <isin value="US31371LJQ32"/>
        </identifiers>
        <balance>8930.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10472.130000</valUSD>
        <pctVal>0.0043574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 257030 FN 11/47 FIXED 6.5</title>
        <cusip>31371NPP4</cusip>
        <identifiers>
          <isin value="US31371NPP41"/>
        </identifiers>
        <balance>4791.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5138.710000</valUSD>
        <pctVal>0.0021382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 257154 FN 03/28 FIXED 4.5</title>
        <cusip>31371NTK1</cusip>
        <identifiers>
          <isin value="US31371NTK18"/>
        </identifiers>
        <balance>34700.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37376.260000</valUSD>
        <pctVal>0.0155521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 303999 FN 12/24 FIXED VAR</title>
        <cusip>31373UUY1</cusip>
        <identifiers>
          <isin value="US31373UUY18"/>
        </identifiers>
        <balance>132.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143.730000</valUSD>
        <pctVal>0.0000598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 323328 FN 09/28 FLOATING VAR</title>
        <cusip>31374TD97</cusip>
        <identifiers>
          <isin value="US31374TD972"/>
        </identifiers>
        <balance>2648.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2679.380000</valUSD>
        <pctVal>0.0011149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 398916 FN 09/27 FIXED 8</title>
        <cusip>31378HDV0</cusip>
        <identifiers>
          <isin value="US31378HDV06"/>
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        <balance>509.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511.170000</valUSD>
        <pctVal>0.0002127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 407308 FN 11/28 FIXED 6.5</title>
        <cusip>31378SNZ6</cusip>
        <identifiers>
          <isin value="US31378SNZ64"/>
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        <balance>2612.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2896.310000</valUSD>
        <pctVal>0.0012051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 412436 FN 01/28 FIXED 6.5</title>
        <cusip>31378YEH3</cusip>
        <identifiers>
          <isin value="US31378YEH36"/>
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        <balance>4389.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4865.340000</valUSD>
        <pctVal>0.0020244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 413793 FN 02/28 FIXED 6.5</title>
        <cusip>31379AUS2</cusip>
        <identifiers>
          <isin value="US31379AUS22"/>
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        <balance>44239.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47302.070000</valUSD>
        <pctVal>0.0196821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 442497 FN 09/28 FIXED 6.5</title>
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        <identifiers>
          <isin value="US31380KRS14"/>
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        <balance>974.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1080.360000</valUSD>
        <pctVal>0.0004495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 443108 FN 01/29 FIXED 6.5</title>
        <cusip>31380LGR3</cusip>
        <identifiers>
          <isin value="US31380LGR33"/>
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        <balance>7842.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8776.920000</valUSD>
        <pctVal>0.0036520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 450811 FN 11/28 FIXED 6.5</title>
        <cusip>31380UYG7</cusip>
        <identifiers>
          <isin value="US31380UYG74"/>
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        <balance>1540.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1709.660000</valUSD>
        <pctVal>0.0007114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 458053 FN 07/27 VARIABLE</title>
        <cusip>31381DZS7</cusip>
        <identifiers>
          <isin value="US31381DZS79"/>
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        <balance>2243.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2275.180000</valUSD>
        <pctVal>0.0009467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.99845</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 458123 FN 05/21 VARIABLE</title>
        <cusip>31381D4G7</cusip>
        <identifiers>
          <isin value="US31381D4G75"/>
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        <balance>4757.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4809.630000</valUSD>
        <pctVal>0.0020013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.44138</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 459038 FN 01/29 FIXED 6.5</title>
        <cusip>31381E4X8</cusip>
        <identifiers>
          <isin value="US31381E4X80"/>
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        <balance>659.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>731.960000</valUSD>
        <pctVal>0.0003046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31383BP843"/>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31384LC517"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31384VUG57"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31384V7J59"/>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 596686 FN 11/31 FIXED 6.5</title>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31402RCY36"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735504 FN 04/35 FIXED VAR</title>
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          <isin value="US31402RDH93"/>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 735741 FN 07/35 FIXED VAR</title>
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          <isin value="US31402RLW78"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31402RQN25"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31403CYH86"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31405XGP24"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <payoffProfile>Long</payoffProfile>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 829978 FN 07/31 FIXED 8</title>
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          <isin value="US31407GCP19"/>
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        <units>PA</units>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 831551 FN 06/36 FIXED 6.5</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 887775 FN 07/21 FIXED 7</title>
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          <isin value="US31410FJU03"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 888215 FN 12/36 FIXED VAR</title>
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          <isin value="US31410FYL39"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 888743 FN 01/36 FIXED VAR</title>
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          <isin value="US31410GLY79"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>522167.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31411E5N37"/>
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        <payoffProfile>Long</payoffProfile>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL 995050 FN 09/37 FIXED VAR</title>
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          <isin value="US31416BL717"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AA8656 FN 10/36 FIXED 6</title>
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          <isin value="US31416STN17"/>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AD0938 FN 04/39 FIXED VAR</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL0152 FN 06/40 FIXED VAR</title>
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          <isin value="US3138EGE266"/>
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        <curCd>USD</curCd>
        <valUSD>1848089.650000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3140FPDG16"/>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONWIDE BUILDING SOCIETY</name>
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          <isin value="GB00BBQ33664"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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          <isin value="US3140H44J05"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3140J6GQ47"/>
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        <curCd>USD</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA0709 FN 09/47 FIXED 4</title>
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          <isin value="US3140Q7YF83"/>
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        <curCd>USD</curCd>
        <valUSD>22364816.670000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3183 FN 11/47 FIXED 4</title>
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          <isin value="US31418CRD82"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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          <isin value="US31418CU852"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3384 FN 06/48 FIXED 4</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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        <title>FNMA POOL MA3415 FN 07/48 FIXED 4</title>
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        <curCd>USD</curCd>
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        <name>FNR 1992-188</name>
        <lei>N/A</lei>
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        <cusip>31358Q4G7</cusip>
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          <isin value="US31358Q4G75"/>
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        <curCd>USD</curCd>
        <valUSD>4724.330000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
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      <invstOrSec>
        <name>FORBES ENERGY SERVICES LLC</name>
        <lei>N/A</lei>
        <title>FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN</title>
        <cusip>962XCSII2</cusip>
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        <balance>70250.750000</balance>
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        <curCd>USD</curCd>
        <valUSD>56024.970000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
        <name>FREDDIE MAC 1652</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1652 PL</title>
        <cusip>3133T3PK8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <name>FREDDIE MAC 1721</name>
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        <title>FREDDIE MAC FHR 1721 K</title>
        <cusip>3133T5JQ7</cusip>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FREDDIE MAC 1730</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1730 Z</title>
        <cusip>3133T5LA9</cusip>
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          <isin value="US3133T5LA92"/>
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        <balance>7036.160000</balance>
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        <curCd>USD</curCd>
        <valUSD>7701.830000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1795</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1795 D</title>
        <cusip>3133T6LM1</cusip>
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          <isin value="US3133T6LM14"/>
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        <balance>39529.680000</balance>
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        <curCd>USD</curCd>
        <valUSD>44590.610000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1829</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1829 ZB</title>
        <cusip>3133T6J36</cusip>
        <identifiers>
          <isin value="US3133T6J364"/>
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        <balance>24063.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25888.750000</valUSD>
        <pctVal>0.0107722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 1980</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1980 Z</title>
        <cusip>3133TAG22</cusip>
        <identifiers>
          <isin value="US3133TAG222"/>
        </identifiers>
        <balance>176218.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202309.680000</valUSD>
        <pctVal>0.0841799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2034</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2034 Z</title>
        <cusip>3133TCV70</cusip>
        <identifiers>
          <isin value="US3133TCV706"/>
        </identifiers>
        <balance>126452.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143530.440000</valUSD>
        <pctVal>0.0597222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2040</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2040 PE</title>
        <cusip>3133TD3W4</cusip>
        <identifiers>
          <isin value="US3133TD3W47"/>
        </identifiers>
        <balance>27467.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32088.480000</valUSD>
        <pctVal>0.0133518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2104</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2104 ZM</title>
        <cusip>3133THB89</cusip>
        <identifiers>
          <isin value="US3133THB897"/>
        </identifiers>
        <balance>68896.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79059.310000</valUSD>
        <pctVal>0.0328961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2138</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2138 KC</title>
        <cusip>3133TJTN3</cusip>
        <identifiers>
          <isin value="US3133TJTN36"/>
        </identifiers>
        <balance>1179088.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1368474.400000</valUSD>
        <pctVal>0.5694146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2152</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2152 BZ</title>
        <cusip>3133TKXF2</cusip>
        <identifiers>
          <isin value="US3133TKXF29"/>
        </identifiers>
        <balance>245667.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275614.730000</valUSD>
        <pctVal>0.1146818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2283</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2283 K</title>
        <cusip>3133TRJM8</cusip>
        <identifiers>
          <isin value="US3133TRJM88"/>
        </identifiers>
        <balance>5395.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5782.980000</valUSD>
        <pctVal>0.0024063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2290</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2290 ZD</title>
        <cusip>3133TRE68</cusip>
        <identifiers>
          <isin value="US3133TRE684"/>
        </identifiers>
        <balance>105277.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120231.410000</valUSD>
        <pctVal>0.0500276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2311</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2311 Z</title>
        <cusip>3133TSDK6</cusip>
        <identifiers>
          <isin value="US3133TSDK69"/>
        </identifiers>
        <balance>60729.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69412.480000</valUSD>
        <pctVal>0.0288821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2322</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2322 KZ</title>
        <cusip>3133TUHY7</cusip>
        <identifiers>
          <isin value="US3133TUHY73"/>
        </identifiers>
        <balance>533193.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638925.200000</valUSD>
        <pctVal>0.2658532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2322</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2322 PZ</title>
        <cusip>3133TUKA5</cusip>
        <identifiers>
          <isin value="US3133TUKA50"/>
        </identifiers>
        <balance>531609.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>635366.280000</valUSD>
        <pctVal>0.2643724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2359</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2359 PZ</title>
        <cusip>3133TV6U5</cusip>
        <identifiers>
          <isin value="US3133TV6U55"/>
        </identifiers>
        <balance>444814.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497399.030000</valUSD>
        <pctVal>0.2069650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2415</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2415 ZA</title>
        <cusip>31339DKU1</cusip>
        <identifiers>
          <isin value="US31339DKU18"/>
        </identifiers>
        <balance>36408.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43611.370000</valUSD>
        <pctVal>0.0181464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2417</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2417 CJ</title>
        <cusip>31339D5N4</cusip>
        <identifiers>
          <isin value="US31339D5N40"/>
        </identifiers>
        <balance>1250352.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1503370.680000</valUSD>
        <pctVal>0.6255442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2457</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2457 PE</title>
        <cusip>31392PKZ7</cusip>
        <identifiers>
          <isin value="US31392PKZ70"/>
        </identifiers>
        <balance>109736.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129437.700000</valUSD>
        <pctVal>0.0538583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2484</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2484 LZ</title>
        <cusip>31392R3H2</cusip>
        <identifiers>
          <isin value="US31392R3H23"/>
        </identifiers>
        <balance>534163.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>642882.710000</valUSD>
        <pctVal>0.2674999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2756</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2756 NA</title>
        <cusip>31394PXG3</cusip>
        <identifiers>
          <isin value="US31394PXG35"/>
        </identifiers>
        <balance>3258.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3423.680000</valUSD>
        <pctVal>0.0014246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2947</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2947 OZ</title>
        <cusip>31395R6Y9</cusip>
        <identifiers>
          <isin value="US31395R6Y97"/>
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        <balance>220868.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244714.870000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3871</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3871 JB</title>
        <cusip>3137AC7C7</cusip>
        <identifiers>
          <isin value="US3137AC7C73"/>
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        <balance>2415751.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2782051.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K071</name>
        <lei>N/A</lei>
        <title>FHLMC MULTIFAMILY STRUCTURED P FHMS K071 X3</title>
        <cusip>3137FCLG7</cusip>
        <identifiers>
          <isin value="US3137FCLG73"/>
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        <balance>5336000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>691848.150000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.01066</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMIC 2230</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2230 Z</title>
        <cusip>3133TNSS4</cusip>
        <identifiers>
          <isin value="US3133TNSS44"/>
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        <balance>33999.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40727.510000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4066</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4066 SA</title>
        <cusip>3137ARFG6</cusip>
        <identifiers>
          <isin value="US3137ARFG61"/>
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        <balance>4961735.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228881.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37346</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4324</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4324 IO</title>
        <cusip>3137BAGM8</cusip>
        <identifiers>
          <isin value="US3137BAGM86"/>
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        <balance>2678448.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160340.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.503</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4496</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4496 BI</title>
        <cusip>3137BKS27</cusip>
        <identifiers>
          <isin value="US3137BKS274"/>
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        <balance>19722487.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1299851.980000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.5402</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 NS</title>
        <cusip>3137FPYZ2</cusip>
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          <isin value="US3137FPYZ21"/>
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        <balance>12545518.570000</balance>
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        <curCd>USD</curCd>
        <valUSD>2215567.430000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.29537</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 QS</title>
        <cusip>3137FPZ32</cusip>
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          <isin value="US3137FPZ329"/>
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        <balance>9542458.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1729562.050000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.29537</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 SE</title>
        <cusip>3137FPZ73</cusip>
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          <isin value="US3137FPZ733"/>
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        <curCd>USD</curCd>
        <valUSD>5773355.630000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.29537</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2015 DNA2 B</title>
        <cusip>3137G0FZ7</cusip>
        <identifiers>
          <isin value="US3137G0FZ78"/>
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        <curCd>USD</curCd>
        <valUSD>1023146.350000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
          <annualizedRt>8.49663</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2015 HQ1 B</title>
        <cusip>3137G0EM7</cusip>
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          <isin value="US3137G0EM74"/>
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        <curCd>USD</curCd>
        <valUSD>280902.180000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.6966</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2017-DNA2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2017 DNA2 B1</title>
        <cusip>3137G0PR4</cusip>
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          <isin value="US3137G0PR43"/>
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        <curCd>USD</curCd>
        <valUSD>340601.760000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC-1101</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1101 M</title>
        <cusip>312906UC2</cusip>
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          <isin value="US312906UC22"/>
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        <curCd>USD</curCd>
        <valUSD>21889.150000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1343</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1343 LA</title>
        <cusip>312911GW4</cusip>
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          <isin value="US312911GW45"/>
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        <balance>6313.200000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1503</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1503 PZ</title>
        <cusip>312915U58</cusip>
        <identifiers>
          <isin value="US312915U585"/>
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        <balance>38066.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40688.930000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1578</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1578 K</title>
        <cusip>3133T0J70</cusip>
        <identifiers>
          <isin value="US3133T0J706"/>
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        <balance>102157.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109315.480000</valUSD>
        <pctVal>0.0454856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1584</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1584 L</title>
        <cusip>3133T1CA8</cusip>
        <identifiers>
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      <invstOrSec>
        <name>FREDDIE MAC-1603</name>
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      <invstOrSec>
        <name>FREDDIE MAC-1628</name>
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        <name>FREDDIE MAC-1695</name>
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      <invstOrSec>
        <name>FREDDIE MAC-2325</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2325 ZN</title>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST 2014-K715</name>
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        <name>GAZPROM OAO VIA GPN CAPITAL SA</name>
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        <name>GC PASTOR HIPOTECARIO FTA 5</name>
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      <invstOrSec>
        <name>GE CAPITAL COMMERCIAL MTGE CORP 2007-C1</name>
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        <issuerCat>CORP</issuerCat>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GE CAPITAL INTERNATIONAL FUNDING COMPANY</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAPITAL INTL FUNDING COMPANY GUAR 11/35 4.418</title>
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        <issuerCat>CORP</issuerCat>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-07</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GHANA GOVT</name>
        <lei>213800PP4399SNNXZ126</lei>
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          <isin value="US37443GAG64"/>
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        <curCd>USD</curCd>
        <valUSD>238212.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GHANA GOVT</name>
        <lei>213800PP4399SNNXZ126</lei>
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        <identifiers>
          <isin value="US37443GAH48"/>
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        <curCd>USD</curCd>
        <valUSD>275092.000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GMAC MORTGAGE CORP LOAN TRUST 2004-AR2</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US36185N4A54"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA I TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
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          <isin value="US01N0406452"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21262070.600000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004217 G2 08/38 FIXED 6.5</title>
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          <isin value="US36202EVJ53"/>
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        <balance>5088.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5602.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004261 G2 10/38 FIXED 6.5</title>
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          <isin value="US36202EWW55"/>
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        <balance>1933.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2105.870000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 616713 G2 11/24 FIXED 6.5</title>
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          <isin value="US36290TDS50"/>
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        <balance>42323.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43192.540000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36224XNK36"/>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36206JHG22"/>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
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        <title>GSR MORTGAGE LOAN TRUST GSR 2004 2F 5A1</title>
        <cusip>36229RLJ6</cusip>
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          <isin value="US36229RLJ67"/>
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        <balance>138110.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142064.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC COMPANY GUAR 09/30 3.5</title>
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        <balance>60000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54682.290000</valUSD>
        <pctVal>0.0227530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR</title>
        <cusip>BFM4XMII1</cusip>
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          <isin value="XS1884698256"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
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        <pctVal>0.0924119</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>HSBC HOLDINGS PLC</title>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="370.37" curCd="GBP"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUDSON PACIFIC PROPERTIES LP</name>
        <lei>5493007NTUGLGZ8T3526</lei>
        <title>HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95</title>
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        <identifiers>
          <isin value="US44409MAA45"/>
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        <balance>18000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17188.080000</valUSD>
        <pctVal>0.0071519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUNT COMPANIES INC</name>
        <lei>549300ODPWDNCH5TKM49</lei>
        <title>HUNT COS INC SR SECURED 144A 02/26 6.25</title>
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        <identifiers>
          <isin value="US445587AC20"/>
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        <balance>14000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10562.550000</valUSD>
        <pctVal>0.0043950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IHEARTCOMMUNICATIONS INC</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>IHEARTCOMMUNICATIONS INC SR SECURED 05/26 6.375</title>
        <cusip>45174HBC0</cusip>
        <identifiers>
          <isin value="US45174HBC07"/>
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        <balance>617300.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>587594.290000</valUSD>
        <pctVal>0.2444947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.375</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ILLINOIS ST</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>ILLINOIS ST ILS 04/35 FIXED 6.725</title>
        <cusip>452152FA4</cusip>
        <identifiers>
          <isin value="US452152FA44"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16236.150000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.725</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ILLINOIS ST</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>ILLINOIS ST ILS 06/33 FIXED 5.1</title>
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          <isin value="US452151LF83"/>
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        <balance>55000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54676.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ILLINOIS ST</name>
        <lei>54930048FV8RWPR02D67</lei>
        <title>ILLINOIS ST ILS 07/35 FIXED 7.35</title>
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          <isin value="US452152GS43"/>
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        <balance>10000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11234.900000</valUSD>
        <pctVal>0.0046748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.35</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IM PASTOR FTH 3</name>
        <lei>N/A</lei>
        <title>PASTOR IM FTH/FTA IMPAS 3 A REGS</title>
        <cusip>B0BL9JII2</cusip>
        <identifiers>
          <isin value="ES0347862007"/>
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        <balance>418294.500000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
        <valUSD>361646.220000</valUSD>
        <pctVal>0.1504790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV JR SUBORDINA VAR</title>
        <cusip>456837AR4</cusip>
        <identifiers>
          <isin value="US456837AR44"/>
        </identifiers>
        <balance>200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173293.000000</valUSD>
        <pctVal>0.0721063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ING GROEP NV</name>
              <title>ING GROEP NV</title>
              <curCd>EUR</curCd>
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                <isin value="NL0011821202"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>INGERSOLL-RAND SERVICES COMPANY</name>
        <lei>N/A</lei>
        <title>INGERSOLL RAND COMPANY LIMITED 2020 USD TERM LOAN B</title>
        <cusip>365556AU3</cusip>
        <identifiers>
          <isin value="US365556AU33"/>
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        <balance>24000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22560.000000</valUSD>
        <pctVal>0.0093871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7394</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INMARSAT (CONNECT FINCO SARL/CONNECT US FINCO LLC)</name>
        <lei>N/A</lei>
        <title>CONNECT FINCO SARL/CONNE SR SECURED 144A 10/26 6.75</title>
        <cusip>20752TAA2</cusip>
        <identifiers>
          <isin value="US20752TAA25"/>
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        <balance>28000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23240.000000</valUSD>
        <pctVal>0.0096700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INNOPHOS HOLDINGS INC</name>
        <lei>XQ0331QX53IRX25OY417</lei>
        <title>INNOPHOS INC 2020 TERM LOAN B</title>
        <cusip>45778EAG9</cusip>
        <identifiers>
          <isin value="US45778EAG98"/>
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        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10200.000000</valUSD>
        <pctVal>0.0042442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.7551</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTELSAT (LUXEMBOURG) SA</name>
        <lei>54930027UF5LR7S2XC75</lei>
        <title>INTELSAT LUXEMBOURG SA COMPANY GUAR 06/21 7.75</title>
        <cusip>458204AP9</cusip>
        <identifiers>
          <isin value="US458204AP96"/>
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        <balance>2776000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1408820.000000</valUSD>
        <pctVal>0.5862022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTELSAT CONNECT FINANCE SA</name>
        <lei>549300T8SOCBO2H77X11</lei>
        <title>INTELSAT CONNECT FINANCE COMPANY GUAR 144A 02/23 9.5</title>
        <cusip>45827AAD5</cusip>
        <identifiers>
          <isin value="US45827AAD54"/>
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        <balance>105000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39375.000000</valUSD>
        <pctVal>0.0163837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS SA</name>
        <lei>8XJ8KF85PBKK1TLMFN29</lei>
        <title>INTELSAT JACKSON HLDG COMPANY GUAR 144A 07/25 9.75</title>
        <cusip>45824TAY1</cusip>
        <identifiers>
          <isin value="US45824TAY10"/>
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        <balance>1861000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1174765.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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      <invstOrSec>
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        <name>INTELSAT JACKSON HOLDINGS SA</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>INTERNET BRANDS INC (MH SUB I LLC)</name>
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        <assetCat>LON</assetCat>
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        <name>INTRADO CORPORATION</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>JP MORGAN CHASE CMML MTGE SEC 2006-CB16</name>
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        <name>KINDER MORGAN INC</name>
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      <invstOrSec>
        <name>NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A5</name>
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          <isin value="US63546CAA09"/>
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      <invstOrSec>
        <name>NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A6</name>
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      <invstOrSec>
        <name>NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-43A6</name>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.73675</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEWGATE FUNDING PLC 2007-3X</name>
        <lei>N/A</lei>
        <title>NEWGATE FUNDING PLC NGATE 2007 3X BB REGS</title>
        <cusip>B2NDQHII8</cusip>
        <identifiers>
          <isin value="XS0329656366"/>
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        <balance>1774482.680000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
        <valUSD>1696869.160000</valUSD>
        <pctVal>0.7060578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.761</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEWGATE FUNDING PLC 2007-3X</name>
        <lei>N/A</lei>
        <title>NEWGATE FUNDING PLC NGATE 2007 3X CB REGS</title>
        <cusip>B2NDQJII4</cusip>
        <identifiers>
          <isin value="XS0329656523"/>
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        <balance>1774482.680000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
        <valUSD>1565506.700000</valUSD>
        <pctVal>0.6513986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.011</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEWMARK GROUP INC</name>
        <lei>N/A</lei>
        <title>NEWMARK GROUP INC SR UNSECURED 11/23 6.125</title>
        <cusip>65158NAB8</cusip>
        <identifiers>
          <isin value="US65158NAB82"/>
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        <balance>52000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52983.150000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOBLE HOLDING INTERNATIONAL LIMITED</name>
        <lei>549300GNEZBJHMST9U32</lei>
        <title>NOBLE HOLDING INTL LTD COMPANY GUAR 144A 02/26 7.875</title>
        <cusip>65504LAQ0</cusip>
        <identifiers>
          <isin value="US65504LAQ05"/>
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        <balance>277000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68846.270000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOMURA ASSET ACCEPTANCE CORP 2004-R1</name>
        <lei>N/A</lei>
        <title>NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A</title>
        <cusip>62951MAB6</cusip>
        <identifiers>
          <isin value="US62951MAB63"/>
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        <balance>2223863.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2122208.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOMURA ASSET ACCEPTANCE CORP 2004-R2</name>
        <lei>N/A</lei>
        <title>NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R2 A2 144A</title>
        <cusip>62951MAN0</cusip>
        <identifiers>
          <isin value="US62951MAN02"/>
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        <balance>839181.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>797818.530000</valUSD>
        <pctVal>0.3319679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOMURA ASSET ACCEPTANCE CORP 2004-R2</name>
        <lei>N/A</lei>
        <title>NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R2 A3 144A</title>
        <cusip>62951MAT7</cusip>
        <identifiers>
          <isin value="US62951MAT71"/>
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        <balance>2517543.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2542560.860000</valUSD>
        <pctVal>1.0579455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOURYON (STARFRUIT US HOLDCO LLC)</name>
        <lei>549300K7VB5G6LULFT41</lei>
        <title>STARFRUIT FINCO B V TERM LOAN B</title>
        <cusip>N8232NAB3</cusip>
        <identifiers>
          <isin value="XAN8232NAB37"/>
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        <balance>96465.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88265.870000</valUSD>
        <pctVal>0.0367269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.8626</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OAKWOOD MORTGAGE INVESTORS INC 2002-B</name>
        <lei>N/A</lei>
        <title>OAKWOOD MORTGAGE INVESTORS INC OAK 2002 B A1</title>
        <cusip>67087TDM0</cusip>
        <identifiers>
          <isin value="US67087TDM09"/>
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        <balance>10736.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9252.690000</valUSD>
        <pctVal>0.0038500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.93463</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED</name>
        <lei>549300L7LF2PIRAWID66</lei>
        <title>ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72</title>
        <cusip>G6711KAC9</cusip>
        <identifiers>
          <isin value="USG6711KAC92"/>
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        <balance>931432.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>749803.050000</valUSD>
        <pctVal>0.3119889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.72</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPPENHEIMER HOLDINGS INC</name>
        <lei>N/A</lei>
        <title>OPPENHEIMER HOLDINGS INC SR SECURED 07/22 6.75</title>
        <cusip>683797AD6</cusip>
        <identifiers>
          <isin value="US683797AD62"/>
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        <balance>20000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18900.000000</valUSD>
        <pctVal>0.0078642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VICI PROPERTIES INC</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI PROPERTIES INC REIT USD.01</title>
        <cusip>925652109</cusip>
        <identifiers>
          <isin value="US9256521090"/>
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        <balance>44227.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>735937.280000</valUSD>
        <pctVal>0.3062194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA</name>
        <lei>N/A</lei>
        <title>ORTHO CLINICAL INC/SA SR UNSECURED 144A 05/22 6.625</title>
        <cusip>22663AAA7</cusip>
        <identifiers>
          <isin value="US22663AAA79"/>
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        <balance>37000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35241.780000</valUSD>
        <pctVal>0.0146639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ORTHO-CLINICAL DIAGNOSTICS SA</name>
        <lei>222100N2EDW8BU5UUT55</lei>
        <title>ORTHO CLINICAL DIAGNOSTICS SA TERM LOAN</title>
        <cusip>L7300KAJ3</cusip>
        <identifiers>
          <isin value="XAL7300KAJ33"/>
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        <balance>320887.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274679.910000</valUSD>
        <pctVal>0.1142928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.2662</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACIFIC DRILLING SA</name>
        <lei>549300VEJMMZCY6OBU06</lei>
        <title>PACIFIC DRILLING SA SR SECURED 144A 10/23 8.375</title>
        <cusip>694183AA2</cusip>
        <identifiers>
          <isin value="US694183AA23"/>
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        <balance>152000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42175.440000</valUSD>
        <pctVal>0.0175490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS ELECTRIC COMPANY TERM LOAN</title>
        <cusip>964PHYII9</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BL2645663"/>
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        <balance>416000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417040.000000</valUSD>
        <pctVal>0.1735280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PAN AMERICAN ENERGY LLC/ARGENTINA BRANCH</name>
        <lei>N/A</lei>
        <title>PAN AMERICAN ENERGY LLC UNSECURED 11/20 VAR</title>
        <cusip>ACI1G4F84</cusip>
        <identifiers>
          <isin value="ARPANE560055"/>
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        <balance>13830000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="85.970000"/>
        <valUSD>161384.860000</valUSD>
        <pctVal>0.0671513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>40.04</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PAR PHARMACEUTICAL INC</name>
        <lei>549300KK5WR4MGN4YT97</lei>
        <title>PAR PHARMACEUTICAL INC SR SECURED 144A 04/27 7.5</title>
        <cusip>69888XAA7</cusip>
        <identifiers>
          <isin value="US69888XAA72"/>
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        <balance>56000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56144.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROBRAS GLOBAL FINANCE BV</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>PETROBRAS GLOBAL FINANCE COMPANY GUAR 144A 01/30 5.093</title>
        <cusip>71647NBF5</cusip>
        <identifiers>
          <isin value="US71647NBF50"/>
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        <balance>339000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>310608.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 02/28 5.35</title>
        <cusip>71654QCK6</cusip>
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          <isin value="US71654QCK67"/>
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        <curCd>USD</curCd>
        <valUSD>227724.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.35</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 03/27 6.5</title>
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        <identifiers>
          <isin value="US71654QCG55"/>
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        <curCd>USD</curCd>
        <valUSD>458169.210000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND MINING HOLDINGS L COMMON</title>
        <cusip>935ZXN908</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="EQTY03452"/>
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        <balance>70.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>595.000000</valUSD>
        <pctVal>0.0002476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75</title>
        <cusip>71654QCC4</cusip>
        <identifiers>
          <isin value="US71654QCC42"/>
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        <balance>20000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12993.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 144A 01/27 6.49</title>
        <cusip>71654QCQ3</cusip>
        <identifiers>
          <isin value="US71654QCQ38"/>
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        <balance>40000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29650.000000</valUSD>
        <pctVal>0.0123372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.49</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 144A 01/30 6.84</title>
        <cusip>71654QCT7</cusip>
        <identifiers>
          <isin value="US71654QCT76"/>
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        <balance>110000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80164.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.84</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 144A 01/31 5.95</title>
        <cusip>71654QCZ3</cusip>
        <identifiers>
          <isin value="US71654QCZ37"/>
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        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69260.000000</valUSD>
        <pctVal>0.0288187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 144A 01/50 7.69</title>
        <cusip>71654QCW0</cusip>
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        <balance>60000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42318.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.69</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR 144A 01/60 6.95</title>
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          <isin value="US71654QDA76"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75</title>
        <cusip>ACI0CBT55</cusip>
        <identifiers>
          <isin value="XS1172951508"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PETSMART INC</name>
        <lei>N/A</lei>
        <title>PETSMART INC CONSENTING TERM LOAN</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>PINNACOL ASSURANCE</name>
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          <isin value="US72349LAA08"/>
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        <curCd>USD</curCd>
        <valUSD>2935400.000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PROVINCE OF BUENOS AIRES ARGENTINA</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>PROVINCIA DE BUENOS AIRE UNSECURED 05/22 VAR</title>
        <cusip>ACI0VF965</cusip>
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          <isin value="ARPBUE3204J9"/>
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        <balance>60000.000000</balance>
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        <currencyConditional curCd="ARS" exchangeRt="85.970000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PROVINCE OF BUENOS AIRES ARGENTINA</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR</title>
        <cusip>ACI11ZNP4</cusip>
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          <isin value="ARPBUE3205N8"/>
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        <balance>15220000.000000</balance>
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        <currencyConditional curCd="ARS" exchangeRt="85.970000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PROVINCE OF BUENOS AIRES ARGENTINA</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR</title>
        <cusip>P1910WRC5</cusip>
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          <isin value="ARPBUE3205N8"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-12</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>N/A</lei>
        <title>RBSSP RESECURITIZATION TRUST RBSSP 2009 7 18A3 144A</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <name>RIO OIL FINANCE TRUST SERIES 2014-1</name>
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        <name>RIO OIL FINANCE TRUST SERIES 2014-3</name>
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        <name>ROYAL BANK OF SCOTLAND GROUP PLC</name>
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        <issuerCat>CORP</issuerCat>
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        <name>SABRA HEALTH CARE LP</name>
        <lei>549300OVKLRFSIQG0H81</lei>
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        <name>SANDS CHINA LTD</name>
        <lei>549300EVO6UZDGY05787</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>SANDS CHINA LTD</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>SANDS CHINA LTD SR UNSECURED 08/25 5.125</title>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>SANDS CHINA LTD</name>
        <lei>549300EVO6UZDGY05787</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>ACCESS FINANCIAL MANUF HSG 1995-1</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SEQUA MEZZANINE HOLDINGS LLC</name>
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        <title>SEQUA MEZZANINE HLDGS LLC FIRST LIEN</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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        <name>SEQUA MEZZANINE HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>SEQUA MEZZANINE HLDGS LLC SECOND LIEN</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SMALL BUSINESS ADMIN PART CERT 2005-20B</name>
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        <name>SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTIFICATES 2007-20H</name>
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        <title>SMALL BUSINESS ADMINISTRATION SBAP 2007 20H 1</title>
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          <couponKind>Fixed</couponKind>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST 2015-A</name>
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          <couponKind>Fixed</couponKind>
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        <name>SOCIETE GENERALE</name>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SS&amp;C TECHNOLOGIES INC</name>
        <lei>549300KY09TR3J12JU49</lei>
        <title>SS C TECHNOLOGIES INC TERM LOAN B 3</title>
        <cusip>78466DBD5</cusip>
        <identifiers>
          <isin value="US78466DBD57"/>
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        <balance>113988.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103729.290000</valUSD>
        <pctVal>0.0431612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.7394</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ADVANZ PHARMA CORP (AKA: CONCORDIA INTERNATIONAL CORP)</name>
        <lei>549300WZSXRSISJ4VI31</lei>
        <title>ADVANZ PHARMA CORP 2018 USD TERM LOAN B</title>
        <cusip>964AWKII5</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BL2794982"/>
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        <balance>2487221.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2159736.160000</valUSD>
        <pctVal>0.8986542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.5676</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STAPLES INC</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>STAPLES INC SR SECURED 144A 04/26 7.5</title>
        <cusip>855030AN2</cusip>
        <identifiers>
          <isin value="US855030AN20"/>
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        <balance>9000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7925.650000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2006-RF3</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A4 144A</title>
        <cusip>863592AD3</cusip>
        <identifiers>
          <isin value="US863592AD34"/>
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        <balance>2551212.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1254835.420000</valUSD>
        <pctVal>0.5221301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STUBHUB (PUG LLC)</name>
        <lei>N/A</lei>
        <title>PUG LLC USD TERM LOAN</title>
        <cusip>74530DAC9</cusip>
        <identifiers>
          <isin value="US74530DAC92"/>
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        <balance>15960.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13885.200000</valUSD>
        <pctVal>0.0057776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.4894</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SYNIVERSE HOLDINGS INC</name>
        <lei>549300CYZBHMZC8VLL59</lei>
        <title>SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B</title>
        <cusip>87164GAM5</cusip>
        <identifiers>
          <isin value="US87164GAM50"/>
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        <balance>3854546.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2576120.640000</valUSD>
        <pctVal>1.0719095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.8725</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>TALEN ENERGY SUPPLY LLC SR SECURED 144A 01/28 6.625</title>
        <cusip>87422VAG3</cusip>
        <identifiers>
          <isin value="US87422VAG32"/>
        </identifiers>
        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10157.490000</valUSD>
        <pctVal>0.0042265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEGNA INC</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA INC COMPANY GUAR 144A 03/28 4.625</title>
        <cusip>87901JAE5</cusip>
        <identifiers>
          <isin value="US87901JAE55"/>
        </identifiers>
        <balance>84000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74287.500000</valUSD>
        <pctVal>0.0309106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE COMPANY BV</name>
        <lei>549300Q840R30TDKVK53</lei>
        <title>TEVA PHARMACEUT FIN BV COMPANY GUAR 11/21 3.65</title>
        <cusip>88165FAF9</cusip>
        <identifiers>
          <isin value="US88165FAF99"/>
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        <balance>108000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104409.000000</valUSD>
        <pctVal>0.0434440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE IV BV</name>
        <lei>549300P1YOE2RRPSGG38</lei>
        <title>TEVA PHARM FIN IV BV COMPANY GUAR 11/21 3.65</title>
        <cusip>88166JAA1</cusip>
        <identifiers>
          <isin value="US88166JAA16"/>
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        <balance>64000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61906.560000</valUSD>
        <pctVal>0.0257590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV</name>
        <lei>5493004T21MOAFINJP35</lei>
        <title>TEVA PHARMACEUTICALS NE COMPANY GUAR 07/21 2.2</title>
        <cusip>88167AAC5</cusip>
        <identifiers>
          <isin value="US88167AAC53"/>
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        <balance>187000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179639.680000</valUSD>
        <pctVal>0.0747471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
        <lei>N/A</lei>
        <title>TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 FIXED 7.467</title>
        <cusip>88880LAA1</cusip>
        <identifiers>
          <isin value="US88880LAA17"/>
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        <balance>1590000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1542315.900000</valUSD>
        <pctVal>0.6417491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.467</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOBACCO SETTLEMENT FINANCE AUTHORITY</name>
        <lei>N/A</lei>
        <title>TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0</title>
        <cusip>88880LAB9</cusip>
        <identifiers>
          <isin value="US88880LAB99"/>
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        <balance>25300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090683.000000</valUSD>
        <pctVal>0.4538271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875</title>
        <cusip>89054XAB1</cusip>
        <identifiers>
          <isin value="US89054XAB10"/>
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        <balance>893172.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>922807.270000</valUSD>
        <pctVal>0.3839750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOPAZ SOLAR FARMS LLC</name>
        <lei>N/A</lei>
        <title>TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75</title>
        <cusip>89054XAA3</cusip>
        <identifiers>
          <isin value="US89054XAA37"/>
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        <balance>2265779.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2501957.490000</valUSD>
        <pctVal>1.0410506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TP ICAP PLC</name>
        <lei>5493009UWRK48KKUD358</lei>
        <title>TP ICAP PLC COMPANY GUAR REGS 01/24 5.25</title>
        <cusip>ACI0S0XS7</cusip>
        <identifiers>
          <isin value="XS1555815494"/>
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        <balance>700000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>855201.870000</valUSD>
        <pctVal>0.3558448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TP ICAP PLC</name>
        <lei>5493009UWRK48KKUD358</lei>
        <title>TP ICAP PLC SR UNSECURED REGS 05/26 5.25</title>
        <cusip>ACI1C5XB8</cusip>
        <identifiers>
          <isin value="XS2004431107"/>
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        <balance>100000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>115670.590000</valUSD>
        <pctVal>0.0481299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC COMPANY GUAR 144A 11/27 5.5</title>
        <cusip>893647BJ5</cusip>
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          <isin value="US893647BJ54"/>
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        <balance>48000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43346.400000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN GUARDIAN LIMITED</name>
        <lei>N/A</lei>
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        <cusip>893800AA0</cusip>
        <identifiers>
          <isin value="US893800AA08"/>
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        <balance>20040.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16181.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.875</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC COMPANY GUAR 144A 02/27 8</title>
        <cusip>893830BL2</cusip>
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          <isin value="US893830BL24"/>
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        <balance>38000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18192.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25</title>
        <cusip>893830BK4</cusip>
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          <isin value="US893830BK41"/>
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        <balance>120000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61232.400000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN PONTUS LIMITED</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125</title>
        <cusip>89382PAA3</cusip>
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          <isin value="US89382PAA30"/>
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        <balance>66800.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54607.000000</valUSD>
        <pctVal>0.0227217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.125</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRANSOCEAN POSEIDON LIMITED</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US89383JAA60"/>
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        <balance>60000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49018.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.875</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC COMPANY GUAR 06/22 5.25</title>
        <cusip>896818AL5</cusip>
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          <isin value="US896818AL57"/>
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        <balance>14000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11668.100000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TRIUMPH GROUP INC</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC SECURED 144A 09/24 6.25</title>
        <cusip>896818AQ4</cusip>
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          <isin value="US896818AQ45"/>
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        <balance>12000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10770.780000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
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      <invstOrSec>
        <name>UAL 2007-1 PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>UAL 2007 PASS TRUST PASS THRU CE 01/24 6.636</title>
        <cusip>909287AA2</cusip>
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          <isin value="US909287AA20"/>
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        <curCd>USD</curCd>
        <valUSD>1079577.490000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.636</annualizedRt>
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      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F022659</cusip>
        <identifiers>
          <isin value="US01F0226591"/>
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        <balance>74000000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>76570308.600000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F022667</cusip>
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          <isin value="US01F0226674"/>
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        <balance>186300000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>192283143.730000</valUSD>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2050-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F030652</cusip>
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          <isin value="US01F0306526"/>
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        <balance>40100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41993678.390000</valUSD>
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          <maturityDt>2050-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F030660</cusip>
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          <isin value="US01F0306609"/>
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        <balance>4000000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4180145.600000</valUSD>
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          <maturityDt>2050-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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        <name>UNICREDIT SPA</name>
        <lei>549300TRUWO2CD2G5692</lei>
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          <isin value="US904678AG48"/>
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        <balance>2240000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2395088.930000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-04</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>UNIGEL LUXEMBOURG SA</name>
        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <name>UNITED RENTALS (NORTH AMERICA) INC</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AM COMPANY GUAR 07/30 4</title>
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          <isin value="US911365BN33"/>
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        <curCd>USD</curCd>
        <valUSD>10785.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 04/20 0.00000</title>
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          <isin value="US9127962A61"/>
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        <balance>720000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>719992.350000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-07</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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        <assetCat>DBT</assetCat>
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      <invstOrSec>
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      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS INC</name>
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        <valUSD>186986.270000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <curCd>USD</curCd>
        <valUSD>32244.620000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VALARIS PLC</name>
        <lei>7N0UJMJLXD0MDT5D5086</lei>
        <title>VALARIS PLC SR UNSECURED 02/26 7.75</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VALARIS PLC</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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        <name>VALE OVERSEAS LTD</name>
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        <lei>254900BA3U6G5DNV5V04</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>VALE SA</name>
        <lei>254900SMTWBX7RU2SR20</lei>
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        <name>VENDEE MORTGAGE TRUST 1996-2</name>
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        <title>VENDEE MORTGAGE TRUST VENDE 1996 2 1Z</title>
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        <name>VENDEE MORTGAGE TRUST 2000-3</name>
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      <invstOrSec>
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        <title>VENDEE MORTGAGE TRUST VENDE 1996 1 1Z</title>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
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        <valUSD>17100.000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VIASAT INC</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5958.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VIASAT INC</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>VIASAT INC SR UNSECURED 144A 09/25 5.625</title>
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          <isin value="US92552VAK61"/>
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        <balance>42000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39528.510000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC SR UNSECURED 11/31 8</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1139.470000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALTICE FINANCING SA</name>
        <lei>549300DIYGW8HVDF7Q17</lei>
        <title>ALTICE FINANCING SA SR SECURED 144A 01/25 2.25</title>
        <cusip>ACI1HZR08</cusip>
        <identifiers>
          <isin value="XS2102493116"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>549300DIYGW8HVDF7Q17</lei>
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        <curCd>USD</curCd>
        <valUSD>1320367.500000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR5</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 A6</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>WASHINGTON MUTUAL MSC MTG CTFS 2004-RA1</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ALTICE FRANCE SA (AKA: SFR GROUP SA)</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>ALTICE FRANCE SA TERM B13</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <isLoanByFund>N</isLoanByFund>
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        <name>WESTERN MIDSTREAM OPERATING LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <name>WESTERN MIDSTREAM OPERATING LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
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        <name>WESTERN MIDSTREAM OPERATING LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05</title>
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        <curCd>USD</curCd>
        <valUSD>5307.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>WESTERN MIDSTREAM OPERATING LP</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 5.25</title>
        <cusip>958667AA5</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND COAL CO PIK TERM LOAN</title>
        <cusip>96106JAE9</cusip>
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          <isin value="US96106JAE91"/>
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        <balance>4750.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3437.910000</valUSD>
        <pctVal>0.0014305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>15</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTMORELAND MINING HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>WESTMORELAND MNG HLDGS LLC INITIAL TERM LOANS</title>
        <cusip>96106JAB5</cusip>
        <identifiers>
          <isin value="US96106JAB52"/>
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        <balance>1296.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1277.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMBAC LSNI LLC</name>
        <lei>N/A</lei>
        <title>AMBAC LSNI LLC SR SECURED 144A 02/23 VAR</title>
        <cusip>02315QAA6</cusip>
        <identifiers>
          <isin value="US02315QAA67"/>
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        <balance>293712.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281223.630000</valUSD>
        <pctVal>0.1170156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.45013</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 03/23 3.9</title>
        <cusip>98310WAL2</cusip>
        <identifiers>
          <isin value="US98310WAL28"/>
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        <balance>36000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30442.500000</valUSD>
        <pctVal>0.0126670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WYNDHAM DESTINATIONS INC (AKA: WYNDHAM WORLDWIDE CORP)</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625</title>
        <cusip>98310WAQ1</cusip>
        <identifiers>
          <isin value="US98310WAQ15"/>
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        <balance>12000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9307.500000</valUSD>
        <pctVal>0.0038728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.625</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YPF SA</name>
        <lei>5493003N7447U18U5U53</lei>
        <title>YPF SOCIEDAD ANONIMA SR UNSECURED 09/20 VAR</title>
        <cusip>ACI1FXTB9</cusip>
        <identifiers>
          <isin value="ARYPFS560093"/>
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        <balance>4520000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="85.970000"/>
        <valUSD>50405.070000</valUSD>
        <pctVal>0.0209733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>47.8249</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
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        <balance>-1730000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1739273.230000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="HPFHU0OQ28E4N0NFVK49" name="The Bank of New York"/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
              <principalAmt>1838000.000000</principalAmt>
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              <collateralVal>1705107.950000</collateralVal>
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              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
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        <balance>-7596000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7647876.990000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC LONDON BRANCH"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.7625000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>10935085.400000</principalAmt>
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              <collateralVal>10269089.060000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-1260000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1261937.260000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>924314.990000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-2171000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2172432.250000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>1.2500000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <collateralVal>2276870.850000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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          </repurchaseCollaterals>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-5182000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5186047.730000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
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          <repurchaseRt>1.4800000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <principalCd>USD</principalCd>
              <collateralVal>4809086.680000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-328000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-328259.670000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>1.5000000</repurchaseRt>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <principalCd>USD</principalCd>
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              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2002840.140000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>1.9662500</repurchaseRt>
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            <repurchaseCollateral>
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              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
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        <balance>-12649000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-12729211.520000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>2.7840000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>17453862.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>14071718.180000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-5907000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5942679.030000</valUSD>
        <pctVal>-2.4727158</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.7877500</repurchaseRt>
          <maturityDt>2020-04-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>7415380.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6035523.490000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-13555000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-13565279.200000</valUSD>
        <pctVal>-5.6444374</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3000000</repurchaseRt>
          <maturityDt>2020-04-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>12376136.690000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>14311406.600000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-9315000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9318441.370000</valUSD>
        <pctVal>-3.8773517</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8240000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>9065065.540000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1703000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1703827.850000</valUSD>
        <pctVal>-0.7089533</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.2500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1800000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1768167.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2369000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2370197.670000</valUSD>
        <pctVal>-0.9862261</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3000000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2773000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2602638.280000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1616000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1616848.390000</valUSD>
        <pctVal>-0.6727616</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2574000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1469795.160000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-7577000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7581272.570000</valUSD>
        <pctVal>-3.1545254</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>41390364.340000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>9163727.720000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-16410000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-16417270.550000</valUSD>
        <pctVal>-6.8311351</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4500000</repurchaseRt>
          <maturityDt>2020-04-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>132440895.900000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>20138494.030000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-347000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-347194.230000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.5500000</repurchaseRt>
          <maturityDt>2020-04-20</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>400000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>321796.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1118000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1118489.110000</valUSD>
        <pctVal>-0.4653971</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7500000</repurchaseRt>
          <maturityDt>2020-04-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1035283.160000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1150582.710000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-3864000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3865867.600000</valUSD>
        <pctVal>-1.6085661</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0000000</repurchaseRt>
          <maturityDt>2020-04-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5404027.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4359668.020000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-592000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-592203.920000</valUSD>
        <pctVal>-0.2464128</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.5500000</repurchaseRt>
          <maturityDt>2020-04-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>600000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>588143.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2745000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2746067.500000</valUSD>
        <pctVal>-1.1426234</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7500000</repurchaseRt>
          <maturityDt>2020-04-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3373000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3065390.270000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1094000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1094449.760000</valUSD>
        <pctVal>-0.4553945</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.8500000</repurchaseRt>
          <maturityDt>2020-04-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1419967.170000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1226551.820000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-1120000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1121386.010000</valUSD>
        <pctVal>-0.4666025</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.6500000</repurchaseRt>
          <maturityDt>2020-04-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1118996.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1079258.880000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO/REGIONS BANK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="930ZZC004"/>
        </identifiers>
        <balance>-640000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-640280.000000</valUSD>
        <pctVal>-0.2664170</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7500000</repurchaseRt>
          <maturityDt>2020-04-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>584890.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>685596.130000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PARIBAS REVERSE REPO EUR ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NUD004"/>
        </identifiers>
        <balance>-331438.950000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
        <valUSD>-365480.050000</valUSD>
        <pctVal>-0.1520742</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>-0.3000000</repurchaseRt>
          <maturityDt>2020-06-11</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>335000.000000</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>329715.710000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PARIBAS REVERSE REPO EUR ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NUD004"/>
        </identifiers>
        <balance>-1214588.800000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
        <valUSD>-1339413.470000</valUSD>
        <pctVal>-0.5573225</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>-0.2000000</repurchaseRt>
          <maturityDt>2020-06-11</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3701718.950000</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>1247137.360000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCatConditional desc="N/A" invstCat="Other instrument"/>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PARIBAS REVERSE REPO EUR ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NUD004"/>
        </identifiers>
        <balance>-3991679.260000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
        <valUSD>-4402148.570000</valUSD>
        <pctVal>-1.8317096</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>-0.1500000</repurchaseRt>
          <maturityDt>2020-06-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4538000.000000</principalAmt>
              <principalCd>EUR</principalCd>
              <collateralVal>3000752.500000</collateralVal>
              <collateralCd>EUR</collateralCd>
              <invstCatConditional desc="N/A" invstCat="Other instrument"/>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BARCLAYS REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLB002"/>
        </identifiers>
        <balance>-2293000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2295070.070000</valUSD>
        <pctVal>-0.9549659</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="G5GSEF7VJP5I7OUK5573" name="BARCLAYS BANK PLC LONDON BRANCH"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
          <maturityDt>2020-04-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3579000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3248731.670000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>PLCMO</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RBC CAPITAL MARKETS REPO REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="973MCJ001"/>
        </identifiers>
        <balance>19500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19500000.000000</valUSD>
        <pctVal>8.1138418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300LCO2FLSSVFFR64" name="RBC Capital Markets, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.0000000</repurchaseRt>
          <maturityDt>2020-04-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>18597000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>19850844.700000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PARIBAS REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVR002"/>
        </identifiers>
        <balance>-870842.700000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>-1083871.060000</valUSD>
        <pctVal>-0.4509927</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>900000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>639857.700000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PARIBAS REVERSE REPO GBP ZCP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="971NVR002"/>
        </identifiers>
        <balance>-4609073.700000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>-5727147.670000</valUSD>
        <pctVal>-2.3830344</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9800000</repurchaseRt>
          <maturityDt>2020-06-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5000000.000000</principalAmt>
              <principalCd>GBP</principalCd>
              <collateralVal>4983561.760000</collateralVal>
              <collateralCd>GBP</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-841000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-841851.510000</valUSD>
        <pctVal>-0.3502897</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="Credit Suisse Securities (USA) LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3500000</repurchaseRt>
          <maturityDt>2020-04-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>715080.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>929647.920000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-829000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-829000.000000</valUSD>
        <pctVal>-0.3449423</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="Credit Suisse Securities (USA) LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7500000</repurchaseRt>
          <maturityDt>2022-03-30</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>711880.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>925487.720000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-2481000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-2483698.090000</valUSD>
        <pctVal>-1.0334530</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4500000</repurchaseRt>
          <maturityDt>2020-04-07</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1710000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2362064.040000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-52000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-52025.280000</valUSD>
        <pctVal>-0.0216474</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.2500000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>66800.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>54607.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-401000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-401334.170000</valUSD>
        <pctVal>-0.1669929</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.2000000</repurchaseRt>
          <maturityDt>2020-04-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>400000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>358484.070000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-1965000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1966064.370000</valUSD>
        <pctVal>-0.8180685</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3000000</repurchaseRt>
          <maturityDt>2020-04-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1872730.510000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1988150.040000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-3264000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-3265745.340000</valUSD>
        <pctVal>-1.3588585</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7500000</repurchaseRt>
          <maturityDt>2020-04-20</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5023793.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3608225.690000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-148000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-148051.800000</valUSD>
        <pctVal>-0.0616035</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1000000</repurchaseRt>
          <maturityDt>2020-04-24</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>200000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>214268.330000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WARBURG REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZMB001"/>
        </identifiers>
        <balance>-313000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-313000.000000</valUSD>
        <pctVal>-0.1302376</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="T6FIZBDPKLYJKFCRVK44" name="UBS Securities LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.1000000</repurchaseRt>
          <maturityDt>2020-05-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>400000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>358484.070000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF NEW YORK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="976EBD000"/>
        </identifiers>
        <balance>-5234000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-5238070.890000</valUSD>
        <pctVal>-2.1795322</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNY Mellon Clearing, LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.7500000</repurchaseRt>
          <maturityDt>2020-04-13</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>5600000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>5896660.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-1024000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1025152.000000</valUSD>
        <pctVal>-0.4265601</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="Credit Suisse Securities (USA) LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.5000000</repurchaseRt>
          <maturityDt>2020-04-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1166880.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1079574.270000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO FIRST BOSTON REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLK002"/>
        </identifiers>
        <balance>-819000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-819000.000000</valUSD>
        <pctVal>-0.3407814</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="1V8Y6QCX6YMJ2OELII46" name="Credit Suisse Securities (USA) LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.5000000</repurchaseRt>
          <maturityDt>2022-03-30</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1166880.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1079574.270000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO NOMURA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLV008"/>
        </identifiers>
        <balance>-995000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-995630.170000</valUSD>
        <pctVal>-0.4142762</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.9000000</repurchaseRt>
          <maturityDt>2020-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>913344.870000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>942628.080000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-194000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-194140.110000</valUSD>
        <pctVal>-0.0807806</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.0000000</repurchaseRt>
          <maturityDt>2022-03-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>316000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>160370.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1100794.440000</valUSD>
        <pctVal>-0.4580345</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.0000000</repurchaseRt>
          <maturityDt>2022-03-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1628000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>826210.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-319000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-319230.390000</valUSD>
        <pctVal>-0.1328300</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.0000000</repurchaseRt>
          <maturityDt>2022-03-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>520000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>263900.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-154000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-154111.220000</valUSD>
        <pctVal>-0.0641248</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="REGIONS BANK"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.0000000</repurchaseRt>
          <maturityDt>2022-03-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>236000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>119770.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-1936000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1937328.310000</valUSD>
        <pctVal>-0.8061116</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3000000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2000000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2072936.000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-41000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-41022.320000</valUSD>
        <pctVal>-0.0170692</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4000000</repurchaseRt>
          <maturityDt>2020-04-16</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>105000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>39637.500000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-24000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-24009.600000</valUSD>
        <pctVal>-0.0099903</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.8000000</repurchaseRt>
          <maturityDt>2020-04-28</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>82000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>21114.590000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO SOCIETE GENERALE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="988FYT003"/>
        </identifiers>
        <balance>-342000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-342199.500000</valUSD>
        <pctVal>-0.1423873</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300F35UE0BOM1WJ55" name="SG AMERICAS SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.4000000</repurchaseRt>
          <maturityDt>2020-04-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>339000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>308913.750000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
        </identifiers>
        <balance>-1530000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1530782.010000</valUSD>
        <pctVal>-0.6369499</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.9200000</repurchaseRt>
          <maturityDt>2020-04-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1393874.580000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1573501.800000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-21533000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-21553839.160000</valUSD>
        <pctVal>-8.9684328</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3400000</repurchaseRt>
          <maturityDt>2020-04-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>21214418.620000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>22813471.330000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO PARIBAS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLW006"/>
        </identifiers>
        <balance>-599000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-599299.500000</valUSD>
        <pctVal>-0.2493652</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="BNP Paribas S.A."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.0000000</repurchaseRt>
          <maturityDt>2020-04-22</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>534150.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>642829.810000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WOOD GUNDY REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932UNK008"/>
        </identifiers>
        <balance>-9578000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9587982.410000</valUSD>
        <pctVal>-3.9895063</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300KPJZUUNJCCXL11" name="WOOD GUNDY INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3400000</repurchaseRt>
          <maturityDt>2020-04-08</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>8886222.180000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>9850534.250000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO WOOD GUNDY REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="932UNK008"/>
        </identifiers>
        <balance>-15634000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-15638516.480000</valUSD>
        <pctVal>-6.5070999</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300KPJZUUNJCCXL11" name="WOOD GUNDY INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>1.3000000</repurchaseRt>
          <maturityDt>2020-04-23</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>93302093.840000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>16548487.820000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT MXN/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="19LFKBB80R8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="23.835200"/>
        <valUSD>-530442.510000</valUSD>
        <pctVal>-0.2207142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Banco Santander, S.A.</counterpartyName>
              <counterpartyLei>5493006QMFDDMYWIAM13</counterpartyLei>
            </counterparties>
            <amtCurSold>2995539.010000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>58756000.000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2020-05-05</settlementDt>
            <unrealizedAppr>-530442.510000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CTKBBWLJK"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.906700"/>
        <valUSD>1947.790000</valUSD>
        <pctVal>0.0008105</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>403919.190000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>368000.000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>1947.790000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CTKBB6V4P"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.805100"/>
        <valUSD>367008.940000</valUSD>
        <pctVal>0.1527104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>23075148.940000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>18873000.000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2020-04-02</settlementDt>
            <unrealizedAppr>367008.940000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CTKBB6V19"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.804500"/>
        <valUSD>-368235.670000</valUSD>
        <pctVal>-0.1532208</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>18873000.000000</amtCurSold>
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        <lei>N/A</lei>
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        <name>N/A</name>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CPKBCQWFD"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>54930076J6KDZL504O62</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="US45174J1455"/>
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        <balance>104691.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>765291.210000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>None</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IHEARTMEDIA INC</issuerName>
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                  <isin value="US45174J5092"/>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
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            <unrealizedAppr>-1206144.320000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CLKBCHQ45"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.434600"/>
        <valUSD>25610.200000</valUSD>
        <pctVal>0.0106563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>755565.160000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>2683011.880000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2020-04-20</settlementDt>
            <unrealizedAppr>25610.200000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT TRY/SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CFKBB7GR8"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.637800"/>
        <valUSD>-9059.950000</valUSD>
        <pctVal>-0.0037698</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurSold>130644.000000</amtCurSold>
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            <curPur>TRY</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>-9059.950000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT TRY/SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="20CGKBCNMQS"/>
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        <valUSD>-9132.730000</valUSD>
        <pctVal>-0.0038001</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank N.A.</counterpartyName>
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            <amtCurPur>891618.000000</amtCurPur>
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            <unrealizedAppr>-9132.730000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAESARS ENTERTAINMENT CORPORATION</name>
        <lei>529900CJT4VQO26ONP04</lei>
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        <cusip>127686103</cusip>
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          <isin value="US1276861036"/>
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        <balance>27655.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>186947.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CFKBB0477"/>
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        <balance>1.000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
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            <amtCurSold>67100.000000</amtCurSold>
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            <amtCurPur>414074.100000</amtCurPur>
            <curPur>TRY</curPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TRY/BOUGHT USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="20CJKBB6VQV"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="6.640000"/>
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        <pctVal>0.0026815</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
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            <amtCurSold>920405.700000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>145060.000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-05-04</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Strategic Income Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>/s/ Jason Nagler</ncom:signature>
      <ncom:signerName>Jason Nagler</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS AND UNITS, IF ANY)</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>PRINCIPAL</FONT><FONT><BR>AMOUNT</FONT><FONT><BR>(000s)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>MARKET</FONT><FONT><BR>VALUE</FONT><FONT><BR>(000s)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INVESTMENTS IN SECURITIES 307.6% &#164;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>LOAN PARTICIPATIONS AND ASSIGNMENTS 11.5% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Advanz Pharma Corp.</FONT><FONT><BR>6.568% (LIBOR03M + 5.500%) due 09/06/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,487</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,160</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Al Convoy (Luxembourg) SARL</FONT><FONT><BR>TBD% due 01/17/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>94</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Altice France S.A.</FONT><FONT><BR>4.705% (LIBOR03M + 4.000%) due 08/14/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>99</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>93</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Arconic Rolled Products Corp.</FONT><FONT><BR>TBD% due 02/04/2027 &#171;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Core &amp; Main LP</FONT><FONT><BR>4.330% - 4.331% (LIBOR03M + 2.750%) due 08/01/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Diamond Resorts Corp.</FONT><FONT><BR>4.750% (LIBOR03M + 3.750%) due 09/02/2023 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>820</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>621</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Dubai World (3.000% Cash and 1.750% PIK)</FONT><FONT><BR>4.750% (LIBOR03M + 2.000%) due 09/30/2022 ~(c)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,868</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,742</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Elanco Animal Health, Inc.</FONT><FONT><BR>TBD% due 02/04/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>59</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>57</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Envision Healthcare Corp.</FONT><FONT><BR>4.739% (LIBOR03M + 3.750%) due 10/10/2025 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,113</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,348</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fleet U.S. Bidco, Inc.</FONT><FONT><BR>4.322% (LIBOR03M + 3.250%) due 10/07/2026 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Forbes Energy Services LLC (6.909% Cash and 11.000% PIK)</FONT><FONT><BR>17.909% (LIBOR03M + 5.000%) due 04/13/2021 ~(c)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>70</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>56</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ingersoll Rand Co. Ltd.</FONT><FONT><BR>2.739% (LIBOR03M + 1.750%) due 03/01/2027 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Innophos, Inc.</FONT><FONT><BR>4.755% (LIBOR03M + 3.750%) due 02/04/2027 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Intelsat Jackson Holdings S.A.</FONT><FONT><BR>5.682% (LIBOR03M + 3.750%) due 11/27/2023 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IRB Holding Corp.</FONT><FONT><BR>3.750% - 3.954% (LIBOR03M + 2.750%) due 02/05/2025 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>434</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>339</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Jefferies Finance LLC</FONT><FONT><BR>4.239% - 4.250% (LIBOR03M + 3.250%) due 06/03/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">McDermott International, Inc.</FONT><FONT><BR>10.647% - 10.806% (LIBOR03M + 9.000%) due 10/21/2020 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>714</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>659</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">McDermott Technology Americas, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>TBD% due 10/21/2021 ^&#171;(d)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>497</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>460</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>TBD% due 05/09/2025 ^(d)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,089</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>329</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Messer Industrie GmbH</FONT><FONT><BR>3.950% (LIBOR03M + 2.500%) due 03/01/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>39</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>35</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MH Sub LLC</FONT><FONT><BR>4.822% (LIBOR03M + 3.750%) due 09/13/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>59</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>51</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">NCI Building Systems, Inc.</FONT><FONT><BR>4.561% (LIBOR03M + 3.750%) due 04/12/2025 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Neiman Marcus Group Ltd. LLC</FONT><FONT><BR>7.500% (LIBOR03M + 6.000%) due 10/25/2023 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,586</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,452</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Neiman Marcus Group Ltd. LLC (6.516% Cash and 1.000% PIK)</FONT><FONT><BR>7.516% (LIBOR03M + 5.500%) due 10/25/2023 ~(c)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,007</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,990</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ortho-Clinical Diagnostics S.A.</FONT><FONT><BR>4.765% (LIBOR03M + 3.250%) due 06/30/2025 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>321</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>275</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Pacific Gas &amp; Electric Co.</FONT><FONT><BR>TBD% due 02/22/2049 ^&#171;(d)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>416</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>417</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">PetSmart, Inc.</FONT><FONT><BR>5.000% (LIBOR03M + 4.000%) due 03/11/2022 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>153</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>148</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">PUG LLC</FONT><FONT><BR>4.489% - 4.950% (LIBOR03M + 3.500%) due 01/29/2027 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sequa Mezzanine Holdings LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.742% (LIBOR03M + 5.000%) due 11/28/2021 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>166</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>134</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>10.770% (LIBOR03M + 9.000%) due 04/28/2022 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,990</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,893</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sotera Health Holdings LLC</FONT><FONT><BR>5.500% (LIBOR03M + 4.500%) due 12/11/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>59</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>53</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">SS&amp;C Technologies, Inc.</FONT><FONT><BR>2.739% (LIBOR03M + 1.750%) due 04/16/2025 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>114</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>104</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Starfruit Finco BV</FONT><FONT><BR>3.863% (LIBOR03M + 3.000%) due 10/01/2025 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>88</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Summer (BC) Holdco B SARL</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.906% (LIBOR03M + 5.000%) due 12/04/2026 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,224</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,010</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.917% (LIBOR03M + 5.000%) due 12/04/2026 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>306</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>252</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Syniverse Holdings, Inc.</FONT><FONT><BR>6.873% (LIBOR03M + 5.000%) due 03/09/2023 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,855</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,576</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">U.S. Renal Care, Inc.</FONT><FONT><BR>6.000% (LIBOR03M + 5.000%) due 06/26/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>208</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>187</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Univision Communications, Inc.</FONT><FONT><BR>3.750% (LIBOR03M + 2.750%) due 03/15/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,086</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,783</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="16.44pt" style="width: 16.44pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="23.34pt" style="width: 23.34pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="10.32pt" style="width: 10.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.96pt" style="width: 6.96pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="11.22pt" style="width: 11.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.86pt" style="width: 13.86pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="20.76pt" style="width: 20.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">West Corp.</FONT><FONT><BR>5.000% - 5.450% (LIBOR03M + 4.000%) due 10/10/2024 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>27</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Westmoreland Mining Holdings LLC</FONT><FONT><BR>9.093% (LIBOR03M + 8.250%) due 03/15/2022 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Westmoreland Mining Holdings LLC (15.000% PIK)</FONT><FONT><BR>15.000%  due 03/15/2029 &#171;(c)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Loan Participations and Assignments (Cost $38,985)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>27,555</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CORPORATE BONDS &amp; NOTES 32.6% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>BANKING &amp; FINANCE 8.3% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ally Financial, Inc.</FONT><FONT> </FONT><FONT><BR>8.000% due 11/01/2031</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ambac LSNI LLC</FONT><FONT> </FONT><FONT><BR>6.450% due 02/12/2023 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>294</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>281</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ardonagh Midco PLC</FONT><FONT> </FONT><FONT><BR>8.375% due 07/15/2023</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,810</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,180</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Banco de Credito del Peru</FONT><FONT> </FONT><FONT><BR>4.650% due 09/17/2024</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>PEN</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>118</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Barclays Bank PLC</FONT><FONT> </FONT><FONT><BR>7.625% due 11/21/2022 (i)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>800</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>819</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Barclays PLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.875% due 09/15/2024 &#8226;(h)(i)(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>900</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>795</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 06/15/2024 &#8226;(h)(i)(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>250</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>232</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">BGC Partners, Inc.</FONT><FONT> </FONT><FONT><BR>3.750% due 10/01/2024 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>359</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Brookfield Finance, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.900% due 01/25/2028 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.700% due 09/20/2047 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>74</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Cantor Fitzgerald LP</FONT><FONT> </FONT><FONT><BR>4.875% due 05/01/2024</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CBL &amp; Associates LP</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.600% due 10/15/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>477</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>102</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 12/01/2023 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>82</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.950% due 12/15/2026 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>280</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>54</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse Group AG</FONT><FONT> </FONT><FONT><BR>7.500% due 07/17/2023 &#8226;(h)(i)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>184</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Emerald Bay S.A.</FONT><FONT> </FONT><FONT><BR>0.000% due 10/08/2020 (g)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Equitable Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>5.000% due 04/20/2048</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">ESH Hospitality, Inc.</FONT><FONT> </FONT><FONT><BR>4.625% due 10/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>31</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fortress Transportation &amp; Infrastructure Investors LLC</FONT><FONT> </FONT><FONT><BR>6.500% due 10/01/2025 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>74</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GE Capital International Funding Co. Unlimited Co.</FONT><FONT> </FONT><FONT><BR>4.418% due 11/15/2035 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>217</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">HSBC Holdings PLC</FONT><FONT> </FONT><FONT><BR>5.875% due 09/28/2026 &#8226;(h)(i)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>222</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Hudson Pacific Properties LP</FONT><FONT> </FONT><FONT><BR>3.950% due 11/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Hunt Cos., Inc.</FONT><FONT> </FONT><FONT><BR>6.250% due 02/15/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">ING Groep NV</FONT><FONT> </FONT><FONT><BR>5.750% due 11/16/2026 &#8226;(h)(i)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>173</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Kennedy-Wilson, Inc.</FONT><FONT> </FONT><FONT><BR>5.875% due 04/01/2024 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>33</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">LoanCore Capital Markets LLC</FONT><FONT> </FONT><FONT><BR>6.875% due 06/01/2020 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,000</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>949</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Newmark Group, Inc.</FONT><FONT> </FONT><FONT><BR>6.125% due 11/15/2023 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>52</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>53</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Oppenheimer Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>6.750% due 07/01/2022</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Pinnacol Assurance</FONT><FONT> </FONT><FONT><BR>8.625% due 06/25/2034 &#171;(j)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,600</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,935</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Royal Bank of Scotland Group PLC</FONT><FONT> </FONT><FONT><BR>8.000% due 08/10/2025 &#8226;(h)(i)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>300</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>282</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sabra Health Care LP</FONT><FONT> </FONT><FONT><BR>4.800% due 06/01/2024 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>85</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>86</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sberbank of Russia Via SB Capital S.A.</FONT><FONT> </FONT><FONT><BR>6.125% due 02/07/2022 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,000</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,073</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Societe Generale S.A.</FONT><FONT> </FONT><FONT><BR>7.375% due 10/04/2023 &#8226;(h)(i)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>173</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Springleaf Finance Corp.</FONT><FONT> </FONT><FONT><BR>6.875% due 03/15/2025 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>54</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>55</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">TP ICAP PLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 01/26/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>700</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>855</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 05/29/2026 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>116</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">UniCredit SpA</FONT><FONT> </FONT><FONT><BR>7.830% due 12/04/2023 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,240</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,395</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>20,021</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 19.6% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">AA Bond Co. Ltd.</FONT><FONT> </FONT><FONT><BR>2.875% due 07/31/2043 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,700</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,000</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Altice Financing S.A.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.250% due 01/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>99</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 05/15/2026 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,350</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,320</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Arconic Corp.</FONT><FONT> </FONT><FONT><BR>6.125% due 02/15/2028</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Associated Materials LLC</FONT><FONT> </FONT><FONT><BR>9.000% due 01/01/2024 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,700</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,187</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Avon International Capital PLC</FONT><FONT> </FONT><FONT><BR>6.500% due 08/15/2022</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">B.C. Unlimited Liability Co.</FONT><FONT> </FONT><FONT><BR>4.375% due 01/15/2028</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Baffinland Iron Mines Corp.</FONT><FONT> </FONT><FONT><BR>8.750% due 07/15/2026 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>700</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>626</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bombardier, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 10/15/2022 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>76</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.125% due 01/15/2023 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>284</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 12/01/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>430</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>288</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 03/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.875% due 04/15/2027 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,296</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>904</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Camelot Finance S.A.</FONT><FONT> </FONT><FONT><BR>4.500% due 11/01/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CCO Holdings LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.500% due 08/15/2030 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>72</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>71</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.750% due 03/01/2030 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>80</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>80</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Centene Corp.</FONT><FONT> </FONT><FONT><BR>4.750% due 01/15/2025</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>83</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>85</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Charter Communications Operating LLC</FONT><FONT> </FONT><FONT><BR>4.800% due 03/01/2050 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>105</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>110</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citrix Systems, Inc.</FONT><FONT> </FONT><FONT><BR>3.300% due 03/01/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>58</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>54</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Clear Channel Worldwide Holdings, Inc.</FONT><FONT> </FONT><FONT><BR>9.250% due 02/15/2024 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>880</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>762</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Community Health Systems, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 03/31/2023 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,065</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,847</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 03/15/2026 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>294</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>281</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.625% due 01/15/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>544</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>541</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Connect Finco SARL</FONT><FONT> </FONT><FONT><BR>6.750% due 10/01/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Corning, Inc.</FONT><FONT> </FONT><FONT><BR>5.450% due 11/15/2079</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>37</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CVS Pass-Through Trust</FONT><FONT> </FONT><FONT><BR>7.507% due 01/10/2032 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>712</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>926</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">DISH DBS Corp.</FONT><FONT> </FONT><FONT><BR>5.875% due 07/15/2022</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Eldorado Resorts, Inc.</FONT><FONT> </FONT><FONT><BR>6.000% due 09/15/2026 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>999</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Energy Transfer Operating LP</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.900% due 05/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.750% due 05/15/2030 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.000% due 05/15/2050 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Envision Healthcare Corp.</FONT><FONT> </FONT><FONT><BR>8.750% due 10/15/2026 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,059</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>266</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Exela Intermediate LLC</FONT><FONT> </FONT><FONT><BR>10.000% due 07/15/2023 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>65</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ferroglobe PLC</FONT><FONT> </FONT><FONT><BR>9.375% due 03/01/2022</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>650</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>191</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">First Quantum Minerals Ltd.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 03/01/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>766</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>641</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.875% due 03/01/2026 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>544</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>440</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Flex Ltd.</FONT><FONT> </FONT><FONT><BR>4.875% due 06/15/2029</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Frontier Finance PLC</FONT><FONT> </FONT><FONT><BR>8.000% due 03/23/2022 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,600</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,335</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Full House Resorts, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.575% due 01/31/2024 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>195</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>187</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.738% due 02/02/2024 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">General Electric Co.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.875% due 01/14/2038 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.150% due 08/07/2037 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Griffon Corp.</FONT><FONT> </FONT><FONT><BR>5.750% due 03/01/2028</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">HCA, Inc.</FONT><FONT> </FONT><FONT><BR>3.500% due 09/01/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>55</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartCommunications, Inc.</FONT><FONT> </FONT><FONT><BR>0.000% due 05/01/2026 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>617</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>588</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</FONT><FONT> </FONT><FONT><BR>3.625% due 05/15/2025 (c)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>135</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>119</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="16.44pt" style="width: 16.44pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="23.34pt" style="width: 23.34pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.32pt" style="width: 10.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.96pt" style="width: 6.96pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="12.06pt" style="width: 12.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</FONT><FONT> </FONT><FONT><BR>3.875% due 05/15/2027 (c)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>85</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IHO Verwaltungs GmbH (6.000% Cash or 6.750% PIK)</FONT><FONT> </FONT><FONT><BR>6.000% due 05/15/2027 (c)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>208</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>147</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IHO Verwaltungs GmbH (6.375% Cash or 7.125% PIK)</FONT><FONT> </FONT><FONT><BR>6.375% due 05/15/2029 (c)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>155</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Intelsat Connect Finance S.A.</FONT><FONT> </FONT><FONT><BR>9.500% due 02/15/2023 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>105</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>39</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Intelsat Jackson Holdings S.A.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 02/15/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>58</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.500% due 10/15/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,681</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,705</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.750% due 07/15/2025 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,861</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,175</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Intelsat Luxembourg S.A.</FONT><FONT> </FONT><FONT><BR>7.750% due 06/01/2021 ^(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,776</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,409</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Kinder Morgan, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.300% due 12/01/2034 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,500</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,451</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.750% due 01/15/2032 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,500</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,199</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Laredo Petroleum, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.500% due 01/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>10.125% due 01/15/2028 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">LifePoint Health, Inc.</FONT><FONT> </FONT><FONT><BR>4.375% due 02/15/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Mattel, Inc.</FONT><FONT> </FONT><FONT><BR>5.875% due 12/15/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Micron Technology, Inc.</FONT><FONT> </FONT><FONT><BR>5.327% due 02/06/2029 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>82</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>90</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">NCL Corp. Ltd.</FONT><FONT> </FONT><FONT><BR>3.625% due 12/15/2024</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Netflix, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.625% due 06/15/2030 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>108</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.875% due 11/15/2029 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>335</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>364</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.625% due 05/15/2029 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>113</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.875% due 06/15/2030 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>102</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.375% due 11/15/2029 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Noble Holding International Ltd.</FONT><FONT> </FONT><FONT><BR>7.875% due 02/01/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>277</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>69</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ortho-Clinical Diagnostics, Inc.</FONT><FONT> </FONT><FONT><BR>6.625% due 05/15/2022 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>37</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>35</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Pacific Drilling SA</FONT><FONT> </FONT><FONT><BR>8.375% due 10/01/2023 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>152</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>42</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Pan American Energy LLC</FONT><FONT> </FONT><FONT><BR>30.362% (BADLARPP) due 11/20/2020 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>ARS</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13,830</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>156</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Par Pharmaceutical, Inc.</FONT><FONT> </FONT><FONT><BR>7.500% due 04/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>56</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>56</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Petroleos Mexicanos</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.750% due 04/21/2027 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,538</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,310</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.350% due 02/12/2028 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>326</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>228</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.950% due 01/28/2031 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>69</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.490% due 01/23/2027 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 03/13/2027 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>612</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>458</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.750% due 09/21/2047 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.840% due 01/23/2030 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>110</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>80</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.950% due 01/28/2060 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>150</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>102</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.690% due 01/23/2050 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>42</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Platin 1426 GmbH</FONT><FONT> </FONT><FONT><BR>6.875% due 06/15/2023</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>185</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Radiate Holdco LLC</FONT><FONT> </FONT><FONT><BR>6.875% due 02/15/2023</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Range Resources Corp.</FONT><FONT> </FONT><FONT><BR>9.250% due 02/01/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sands China Ltd.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.600% due 08/08/2023 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>206</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.125% due 08/08/2025 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>190</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.400% due 08/08/2028 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>189</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sealed Air Corp.</FONT><FONT> </FONT><FONT><BR>4.000% due 12/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sensata Technologies, Inc.</FONT><FONT> </FONT><FONT><BR>4.375% due 02/15/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Spanish Broadcasting System, Inc.</FONT><FONT> </FONT><FONT><BR>12.500% due 04/15/2049 (d)</FONT><FONT>^</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>908</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>944</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Staples, Inc.</FONT><FONT> </FONT><FONT><BR>7.500% due 04/15/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">TEGNA, Inc.</FONT><FONT> </FONT><FONT><BR>4.625% due 03/15/2028</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>84</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>74</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Teva Pharmaceutical Finance BV</FONT><FONT> </FONT><FONT><BR>3.650% due 11/10/2021 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>64</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>62</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Teva Pharmaceutical Finance Co. BV</FONT><FONT> </FONT><FONT><BR>3.650% due 11/10/2021 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>108</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>104</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Teva Pharmaceutical Finance Netherlands BV</FONT><FONT> </FONT><FONT><BR>2.200% due 07/21/2021 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>187</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>180</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Topaz Solar Farms LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.875% due 09/30/2039 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>893</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>923</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 09/30/2039 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,266</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,502</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">TransDigm, Inc.</FONT><FONT> </FONT><FONT><BR>5.500% due 11/15/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>48</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>43</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="12.06pt" style="width: 12.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean Guardian Ltd.</FONT><FONT> </FONT><FONT><BR>5.875% due 01/15/2024</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean Pontus Ltd.</FONT><FONT> </FONT><FONT><BR>6.125% due 08/01/2025 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>67</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>55</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.250% due 11/01/2025 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>120</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>61</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 02/01/2027 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>38</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Triumph Group, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 06/01/2022 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 09/15/2024 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">U.S. Renal Care, Inc.</FONT><FONT> </FONT><FONT><BR>10.625% due 07/15/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>38</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">UAL Pass-Through Trust</FONT><FONT> </FONT><FONT><BR>6.636% due 01/02/2024 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,167</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,080</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Unigel Luxembourg S.A.</FONT><FONT> </FONT><FONT><BR>8.750% due 10/01/2026 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>121</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">United Rentals North America, Inc.</FONT><FONT> </FONT><FONT><BR>4.000% due 07/15/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Valaris PLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 10/01/2044 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>162</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.750% due 02/01/2026 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Vale Overseas Ltd.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 08/10/2026 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>81</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>88</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.875% due 11/21/2036 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.875% due 11/10/2039 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Vale S.A.</FONT><FONT> </FONT><FONT><BR>3.750% due 01/10/2023</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>217</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">ViaSat, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.625% due 09/15/2025 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>42</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.625% due 04/15/2027 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Western Midstream Operating LP</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.698% (US0003M + 0.850%) due 01/13/2023 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.100% due 02/01/2025 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.050% due 02/01/2030 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 02/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Wyndham Destinations, Inc.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.900% due 03/01/2023 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.625% due 03/01/2030 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">YPF S.A.</FONT><FONT> </FONT><FONT><BR>33.161% (BADLARPP + 4.000%) due 09/24/2020 &#171;~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>ARS</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,520</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>50</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>47,196</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>UTILITIES 4.7% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CenturyLink, Inc.</FONT><FONT> </FONT><FONT><BR>4.000% due 02/15/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>92</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Edison International</FONT><FONT> </FONT><FONT><BR>5.750% due 06/15/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Frontier Communications Corp.</FONT><FONT> </FONT><FONT><BR>8.000% due 04/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>62</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>61</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Gazprom Neft OAO Via GPN Capital S.A.</FONT><FONT> </FONT><FONT><BR>6.000% due 11/27/2023 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,600</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,897</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Gazprom OAO Via Gaz Capital S.A.</FONT><FONT> </FONT><FONT><BR>8.625% due 04/28/2034 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,710</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,362</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Odebrecht Offshore Drilling Finance Ltd.</FONT><FONT> </FONT><FONT><BR>6.720% due 12/01/2022 ^(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>931</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>750</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Petrobras Global Finance BV</FONT><FONT> </FONT><FONT><BR>5.093% due 01/15/2030 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>339</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>311</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Rio Oil Finance Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.250% due 07/06/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>502</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>495</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.750% due 01/06/2027 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>710</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>678</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Southern California Edison Co.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.650% due 03/01/2028 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.650% due 02/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.875% due 03/01/2049 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>116</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 04/01/2035 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 01/15/2034 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.650% due 04/01/2029 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>43</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Southern California Gas Co.</FONT><FONT> </FONT><FONT><BR>2.550% due 02/01/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>27</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sprint Communications, Inc.</FONT><FONT> </FONT><FONT><BR>6.000% due 11/15/2022</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>35</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>37</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Sprint Corp.</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.125% due 06/15/2024 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>110</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.250% due 09/15/2021 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>107</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>111</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Talen Energy Supply LLC</FONT><FONT> </FONT><FONT><BR>6.625% due 01/15/2028</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Transocean Poseidon Ltd.</FONT><FONT> </FONT><FONT><BR>6.875% due 02/01/2027 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>49</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>11,198</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Corporate Bonds &amp; Notes (Cost $87,570)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>78,415</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CONVERTIBLE BONDS &amp; NOTES 0.0% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>UTILITIES 0.0% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ensco Jersey Finance Ltd.</FONT><FONT> </FONT><FONT><BR>3.000% due 01/31/2024</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Convertible Bonds &amp; Notes (Cost $8)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>MUNICIPAL BONDS &amp; NOTES 1.1% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>ILLINOIS 0.1% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Chicago, Illinois General Obligation Bonds, Series 2017</FONT><FONT> </FONT><FONT><BR>7.045% due 01/01/2029</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>70</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>81</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Illinois State General Obligation Bonds, (BABs), Series 2010</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.725% due 04/01/2035 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.350% due 07/01/2035 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Illinois State General Obligation Bonds, Series 2003</FONT><FONT> </FONT><FONT><BR>5.100% due 06/01/2033</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>55</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>55</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>163</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>WEST VIRGINIA 1.0% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 06/01/2047 (g) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25,300</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,091</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.467% due 06/01/2047 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,590</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,542</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>2,633</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Municipal Bonds &amp; Notes (Cost $3,423)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>2,796</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>U.S. GOVERNMENT AGENCIES 194.5% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fannie Mae</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.101% due 12/25/2042 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,363</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>177</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.272% due 08/25/2054 ~(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10,608</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>680</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.500% due 12/25/2027 (a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,512</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>137</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.500% due 07/25/2036 (a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,028</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>701</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.500% due 07/25/2042 - 12/25/2049 (a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>818</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>92</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.821% due 03/01/2032 &#8226;(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>66</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>67</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.250% due 11/25/2024 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>259</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>266</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.325% due 11/01/2027 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.365% due 12/01/2028 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.497% due 07/25/2029 &#8226;(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>487</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>451</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.500% due 07/25/2040 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,008</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,128</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.510% due 09/01/2028 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.580% due 06/25/2043 &#8226;(a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>21</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.000% due 01/25/2038 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,229</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,020</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.000% due 07/25/2038</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>146</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>168</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.053% due 10/25/2049 &#8226;(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14,368</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,242</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.103% due 02/25/2049 &#8226;(a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>459</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>70</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.262% due 12/25/2042 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.500% due 07/25/2024</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.500% due 11/25/2032 - 04/25/2035 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,178</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,916</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.593% due 02/25/2042 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>413</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>464</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.750% due 06/25/2033</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.781% due 10/25/2042 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.803% due 07/25/2041 &#8226;(a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,593</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>213</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.807% due 08/25/2043</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,230</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,404</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 09/25/2031 - 01/25/2044</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,057</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,224</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.229% due 10/25/2042 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>300</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>353</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 06/25/2023 - 11/01/2047</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,222</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,798</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 02/01/2028 - 09/01/2033 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>246</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>270</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.697% due 07/25/2029 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>660</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>429</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.850% due 12/18/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 06/18/2027 - 01/01/2047</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>632</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>718</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 09/25/2041 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>350</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>390</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 03/25/2045 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>577</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>677</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 10/25/2022 - 06/25/2044</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>930</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,104</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 06/19/2041 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>83</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.700% due 03/25/2023</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.780% due 06/19/2041 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>644</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>762</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 09/25/2021</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.500% due 10/25/2021 - 06/25/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>267</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>304</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.399% due 05/15/2021</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.427% due 07/15/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Fannie Mae, TBA</FONT><FONT><BR>3.000% due 06/01/2040</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,000</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,180</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Freddie Mac</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 02/25/2046 (b)(g)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,579</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,249</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="16.44pt" style="width: 16.44pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="23.34pt" style="width: 23.34pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.96pt" style="width: 6.96pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.100% due 02/25/2046 (a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>42,811</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.011% due 11/25/2045 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,336</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>692</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.373% due 05/15/2038 &#8226;(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,962</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>229</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.503% due 08/15/2036 ~(a)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,678</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>160</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.540% due 11/15/2038 ~(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19,722</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,300</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.887% due 12/01/2026 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.988% due 04/01/2033 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.000% due 02/15/2024</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.295% due 04/25/2048 - 11/25/2049 &#8226;(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>53,981</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9,719</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.371% due 07/25/2032 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>93</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>105</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.500% due 04/01/2039 - 06/15/2041 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,147</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,754</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 12/15/2028 - 03/15/2035</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>558</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>628</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 02/15/2032 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,250</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,503</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.097% due 10/25/2029 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>650</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>341</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 08/01/2021 - 09/01/2047</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,216</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,781</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 06/15/2031 - 07/15/2032 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,044</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,414</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 09/25/2043 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>44</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>54</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.900% due 09/15/2023</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>102</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>109</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.950% due 07/15/2021</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 09/01/2021 - 10/25/2043</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,006</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,160</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 03/15/2029 - 01/01/2036 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,744</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,037</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 05/15/2024 - 02/25/2042</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,029</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,165</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 08/01/2024 - 03/01/2037 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>286</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>313</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 08/15/2022 - 04/15/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>49</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>57</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 12/01/2026 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>71</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>78</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.497% due 12/25/2027 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,587</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,023</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>11.697% due 03/25/2025 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>384</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>281</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ginnie Mae</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.027% due 12/20/2048 &#8226;(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22,064</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,879</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.277% due 08/20/2049 - 09/20/2049 &#8226;(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>121,561</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>21,609</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.427% due 06/20/2047 &#8226;(a)(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14,486</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,977</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 04/15/2029 - 12/15/2038</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>758</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>850</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 07/15/2037 - 09/15/2038 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>247</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>280</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 11/20/2024 - 05/15/2032 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>398</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>452</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 08/20/2038 - 10/20/2038</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 04/15/2024 - 06/15/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>31</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 06/15/2023 - 03/15/2029</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>316</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>324</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 04/15/2027 - 01/15/2028 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>163</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>175</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 11/15/2021 - 11/15/2022</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.500% due 05/15/2022 - 02/15/2031</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ginnie Mae, TBA</FONT><FONT><BR>4.000% due 04/01/2050</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20,000</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>21,262</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Small Business Administration</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.625% due 02/01/2025</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>50</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>53</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.510% due 11/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>184</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>202</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.780% due 08/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.820% due 07/01/2027</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Uniform Mortgage-Backed Security</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.000% due 06/01/2047 - 06/01/2048</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,649</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,771</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.000% due 09/01/2047 - 07/01/2048 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24,930</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26,814</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.500% due 09/01/2023</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.500% due 03/01/2028 - 08/01/2041 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>219</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>238</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 12/01/2032 - 06/01/2040 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,408</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,776</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 12/01/2032 - 09/01/2037</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,628</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,864</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 01/01/2028 - 12/01/2036</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>723</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>840</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 07/01/2029 - 07/01/2039 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>786</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>906</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 07/01/2021</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 05/01/2022</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 12/01/2022 - 06/01/2032</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>76</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>84</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 07/01/2031 - 10/01/2031 (l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>101</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>110</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Uniform Mortgage-Backed Security, TBA</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.500% due 05/01/2050 - 06/01/2050</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>260,300</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>268,853</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.000% due 05/01/2050</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40,100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>41,994</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Vendee Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 03/15/2029</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>96</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>111</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.750% due 02/15/2026 - 06/15/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>61</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>70</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 09/15/2030</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,613</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,971</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total U.S. Government Agencies (Cost $460,063)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>467,463</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>NON-AGENCY MORTGAGE-BACKED SECURITIES 31.1% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Adjustable Rate Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.886% due 07/25/2035 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>359</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>314</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.262% due 08/25/2035 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>438</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>395</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Banc of America Mortgage Trust</FONT><FONT> </FONT><FONT><BR>3.676% due 02/25/2035 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bancorp Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>4.455% due 08/15/2032 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,300</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,116</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">BCAP LLC Trust</FONT><FONT> </FONT><FONT><BR>2.047% due 07/26/2036 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>211</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>160</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bear Stearns ALT-A Trust</FONT><FONT> </FONT><FONT><BR>3.884% due 08/25/2036 ^~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>298</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>181</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bear Stearns Commercial Mortgage Securities Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.606% due 12/11/2040 ~(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,728</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,351</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.657% due 10/12/2041 ~(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,948</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,019</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.745% due 04/12/2038 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>120</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>120</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">CD Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>5.398% due 12/11/2049 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>5.557% due 12/10/2049 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,917</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,176</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Mortgage Loan Trust, Inc.</FONT><FONT> </FONT><FONT><BR>7.000% due 09/25/2033</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Commercial Mortgage Loan Trust</FONT><FONT> </FONT><FONT><BR>5.983% due 12/10/2049 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,399</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,823</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Alternative Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.157% due 07/25/2046 ^&#8226;(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,504</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,191</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 07/25/2035 ^ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>261</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>203</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Home Loan Mortgage Pass-Through Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.587% due 03/25/2035 &#8226;(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,357</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,061</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.817% due 03/25/2046 ^&#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,751</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,031</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.425% due 08/25/2034 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>359</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>310</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Home Loan Reperforming REMIC Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 11/25/2034 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>608</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>604</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 06/25/2035 ^ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>119</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>121</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse Commercial Mortgage Trust</FONT><FONT> </FONT><FONT><BR>5.457% due 02/15/2040 ~(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,680</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>841</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates</FONT><FONT> </FONT><FONT><BR>7.000% due 02/25/2034</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>357</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>372</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit Suisse Mortgage Capital Mortgage-Backed Trust</FONT><FONT> </FONT><FONT><BR>6.500% due 03/25/2036 ^</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>951</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>426</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Eurosail PLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.106% due 09/13/2045 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,582</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,705</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.756% due 09/13/2045 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,130</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,182</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.356% due 09/13/2045 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>960</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,122</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GC Pastor Hipotecario FTA</FONT><FONT> </FONT><FONT><BR>0.000% due 06/21/2046 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,261</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,130</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GE Commercial Mortgage Corp. Trust</FONT><FONT> </FONT><FONT><BR>5.606% due 12/10/2049 ~(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>603</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>515</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GMAC Mortgage Corp. Loan Trust</FONT><FONT> </FONT><FONT><BR>4.512% due 08/19/2034 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GS Mortgage Securities Corp. Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.591% due 10/10/2032 ~(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,839</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.591% due 10/10/2032 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>305</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GSAA Home Equity Trust</FONT><FONT> </FONT><FONT><BR>6.000% due 04/01/2034</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>746</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>742</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GSMPS Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 06/25/2043 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,834</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,931</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 06/19/2027 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.000% due 09/19/2027 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>415</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>396</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">GSR Mortgage Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.277% due 12/25/2034 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>231</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>191</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>2.930% due 03/25/2033 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 01/25/2034 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>138</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>142</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">IM Pastor Fondo de Titluzacion Hipotecaria</FONT><FONT> </FONT><FONT><BR>0.000% due 03/22/2043 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>418</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>362</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">JPMorgan Chase Commercial Mortgage Securities Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.411% due 05/15/2047 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,067</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,237</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.623% due 05/12/2045 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>64</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>57</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">JPMorgan Mortgage Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>4.454% due 10/25/2036 ^~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,417</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,231</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.500% due 08/25/2022 ^ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.500% due 06/25/2037 ^ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>233</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>221</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MASTR Adjustable Rate Mortgages Trust</FONT><FONT> </FONT><FONT><BR>3.755% due 10/25/2034 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>516</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>419</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MASTR Alternative Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 07/25/2036 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>324</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>237</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.500% due 03/25/2034 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>733</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>767</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 04/25/2034 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>27</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">MASTR Reperforming Loan Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 05/25/2035 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,253</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,862</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 07/25/2035 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,641</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,502</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Morgan Stanley Resecuritization Trust</FONT><FONT> </FONT><FONT><BR>3.356% due 12/26/2046 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,348</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,126</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Motel Trust</FONT><FONT> </FONT><FONT><BR>7.631% due 08/15/2024 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,951</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,333</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">NAAC Reperforming Loan REMIC Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 10/25/2034 ^ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>839</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>798</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 03/25/2034 ^(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,224</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,122</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 10/25/2034 ^(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,518</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,543</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Newgate Funding PLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.761% due 12/15/2050 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,774</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,697</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.011% due 12/15/2050 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,774</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,566</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.487% due 12/15/2050 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,444</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,640</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.737% due 12/15/2050 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,007</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,175</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">RBSSP Resecuritization Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.629% due 12/26/2036 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,531</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,297</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 02/26/2037 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,227</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,478</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Residential Accredit Loans, Inc. Trust</FONT><FONT> </FONT><FONT><BR>6.000% due 08/25/2035 ^</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,490</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,376</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Residential Asset Mortgage Products Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.500% due 10/25/2031 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>339</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>358</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.500% due 11/25/2031 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>642</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>580</FONT></P>
                        </TD>
                        <TD colspan="4">
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Structured Asset Securities Corp. Mortgage Loan Trust</FONT><FONT> </FONT><FONT><BR>7.500% due 10/25/2036 ^(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,551</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,255</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">WaMu Mortgage Pass-Through Certificates Trust</FONT><FONT> </FONT><FONT><BR>4.343% due 05/25/2035 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>135</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>128</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Washington Mutual Mortgage Pass-Through Certificates Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.000% due 03/25/2034 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>84</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>86</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.500% due 04/25/2033 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>218</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>224</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Non-Agency Mortgage-Backed Securities (Cost $76,835)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>74,800</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>ASSET-BACKED SECURITIES 17.0% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Access Financial Manufactured Housing Contract Trust</FONT><FONT> </FONT><FONT><BR>7.650% due 05/15/2021</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</FONT><FONT> </FONT><FONT><BR>4.472% due 11/25/2032 ^&#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>115</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Bear Stearns Asset-Backed Securities Trust</FONT><FONT> </FONT><FONT><BR>1.578% due 09/25/2034 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>338</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>322</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Citigroup Mortgage Loan Trust, Inc.</FONT><FONT> </FONT><FONT><BR>1.207% due 03/25/2037 &#8226;(l)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,918</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,029</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Conseco Finance Corp.</FONT><FONT> </FONT><FONT><BR>6.530% due 02/01/2031 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>95</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Conseco Finance Securitizations Corp.</FONT><FONT> </FONT><FONT><BR>7.960% due 05/01/2031</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,510</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>760</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Asset-Backed Certificates</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.077% due 12/25/2036 ^&#8226;(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,851</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,194</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.087% due 06/25/2047 ^&#8226;(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,909</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,607</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.147% due 06/25/2037 ^&#8226;(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,017</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,675</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>1.147% due 06/25/2047 ^&#8226;(l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,221</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,108</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Countrywide Asset-Backed Certificates Trust</FONT><FONT> </FONT><FONT><BR>2.597% due 11/25/2034 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,297</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,379</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Crecera Americas LLC</FONT><FONT> </FONT><FONT><BR>5.563% due 08/31/2020 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,200</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,201</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Credit-Based Asset Servicing &amp; Securitization LLC</FONT><FONT> </FONT><FONT><BR>5.260% due 12/25/2037 &#254;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>262</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>261</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Encore Credit Receivables Trust</FONT><FONT> </FONT><FONT><BR>1.682% due 07/25/2035 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>576</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>457</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Flagship Credit Auto Trust</FONT><FONT> </FONT><FONT><BR>0.000% due 12/15/2025 (g)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,218</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Greenpoint Manufactured Housing</FONT><FONT> </FONT><FONT><BR>8.300% due 10/15/2026 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>250</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>255</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Marlette Funding Trust</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 12/15/2028 (g)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>916</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 04/16/2029 (g)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,081</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 07/16/2029 (g)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,555</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">National Collegiate Commutation Trust</FONT><FONT> </FONT><FONT><BR>0.000% due 03/25/2038 &#8226;</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>10,400</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,165</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Oakwood Mortgage Investors, Inc.</FONT><FONT> </FONT><FONT><BR>0.935% due 06/15/2032 &#8226;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Residential Asset Mortgage Products Trust</FONT><FONT> </FONT><FONT><BR>8.500% due 12/25/2031</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">SMB Private Education Loan Trust</FONT><FONT> </FONT><FONT><BR>0.000% due 10/15/2048 (g)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,126</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">SoFi Consumer Loan Program LLC</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 05/26/2026 (g)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>31</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>967</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.000% due 11/25/2026 (g)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,430</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Asset-Backed Securities (Cost $54,928)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>40,836</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SOVEREIGN ISSUES 2.5% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Argentina Government International Bond</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.375% due 01/15/2023 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3.380% due 12/31/2038 &#254; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,570</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>470</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>5.250% due 01/15/2028 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.250% due 11/09/2047 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>100</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>28</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.820% due 12/31/2033 (l) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,702</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,376</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>15.500% due 10/17/2026 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>ARS</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15,810</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>66</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>36.575% (BADLARPP + 2.000%) due 04/03/2022 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34,137</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>259</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>38.039% (ARLLMONP) due 06/21/2020 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>180,595</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,310</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>42.781% (BADLARPP) due 10/04/2022 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Autonomous City of Buenos Aires Argentina</FONT><FONT> </FONT><FONT><BR>32.413% due 03/29/2024 ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>46,535</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>385</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Ghana Government International Bond</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.375% due 02/11/2027 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>323</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>238</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>7.875% due 02/11/2035 </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>388</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>275</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Provincia de Buenos Aires</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>33.929% due 05/31/2022 &#8226; </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>ARS</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>37.463% (BADLARPP + 3.750%) due 04/12/2025 ~ </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>194,090</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,137</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">South Africa Government International Bond</FONT><FONT> </FONT><FONT><BR>5.750% due 09/30/2049</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>400</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>292</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Venezuela Government International Bond</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6.000% due 12/09/2020 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>135</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>8.250% due 10/13/2024 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="16.44pt" style="width: 16.44pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="23.34pt" style="width: 23.34pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.32pt" style="width: 10.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.96pt" style="width: 6.96pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="11.22pt" style="width: 11.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>9.250% due 09/15/2027 ^(d) </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>171</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="text-indent: -8.639999999999999pt; padding-left: 8.639999999999999pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Sovereign Issues (Cost $18,972)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>5,926</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>SHARES</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>COMMON STOCKS 0.2% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>COMMUNICATION SERVICES 0.1% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Clear Channel Outdoor Holdings, Inc.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>291,816</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>187</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartMedia, Inc.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>216</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartMedia, Inc. 'A'</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16,075</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>118</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>306</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CONSUMER DISCRETIONARY 0.1% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Caesars Entertainment Corp.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>27,655</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>187</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>ENERGY 0.0% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Forbes Energy Services Ltd.</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)(j)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,500</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 0.0% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Westmoreland Mining Holdings LLC</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;(j)</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>70</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Common Stocks (Cost $2,273)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>494</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>WARRANTS 0.3% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>COMMUNICATION SERVICES 0.3% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">iHeartMedia, Inc. - Exp. 05/01/2039</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>104,691</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>765</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Warrants (Cost $1,972)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>765</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>PREFERRED SECURITIES 3.2% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>BANKING &amp; FINANCE 3.2% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Nationwide Building Society</FONT><FONT><BR>10.250% ~</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>36,440</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,929</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Stichting AK Rabobank Certificaten</FONT><FONT><BR>6.500% due 12/29/2049 (h)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,676,000</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,683</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>7,612</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INDUSTRIALS 0.0% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">General Electric Co.</FONT><FONT><BR>5.000% due 01/21/2021 &#8226;(h)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>139,000</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>115</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Preferred Securities (Cost $9,662)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>7,727</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REAL ESTATE INVESTMENT TRUSTS 0.3% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REAL ESTATE 0.3% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">VICI Properties, Inc.</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>44,227</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>736</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Real Estate Investment Trusts (Cost $667)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>736</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SHORT-TERM INSTRUMENTS 13.3% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REPURCHASE AGREEMENTS (k) 10.0%</FONT><FONT><BR></FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; ">23,989</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>U.S. TREASURY BILLS 3.3% </FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 7.2pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>0.147% due 04/07/2020 - 06/18/2020 (f)(g)(o)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,920</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,919</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Short-Term Instruments (Cost $31,908)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>31,908</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Investments in Securities (Cost $787,</FONT><FONT>266</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>739,424</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total Investments 307.6% (Cost $787,266)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>739,424</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Financial Derivative Instruments</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(m)(n)</FONT><FONT> </FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">0.</FONT><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">3</FONT><FONT>%(Cost or Premiums, net $1,351)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>606</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Other Assets and Liabilities, net (207.9)%</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>(499,673)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="88" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Net Assets 100.0%</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 2.4pt; margin-bottom: 2.4pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; "><FONT>240,357</FONT></P>
                        </TD>
                        <TD colspan="4">
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                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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            <P></P>
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            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
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                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
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                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="line-height: 2.0pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="133">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">NOTES TO SCHEDULE OF INVESTMENTS:   </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">* A zero balance may reflect actual amounts rounding to less than one thousand.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#164;</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">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's country of incorporation may be different from its country of economic exposure.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">^</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security is in default.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#171;</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security valued using significant unobservable inputs (Level 3).</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">~</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">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.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#8226;</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">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.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">&#254;</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">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.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(a)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security is an Interest Only ("IO") or IO Strip.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(b)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Principal only security.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(c)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Payment in-kind security.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(d)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security is not accruing income as of the date of this report.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(e)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Security did not produce income within the last twelve months.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(f)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Coupon represents&#160;a weighted average&#160;yield to maturity.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(g)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Zero coupon security.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(h)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Perpetual maturity; date shown, if applicable, represents next contractual call date.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(i)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Contingent convertible security.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(j)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">RESTRICTED SECURITIES:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="33" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Issuer Description</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Acquisition</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Cost</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market</FONT><FONT><BR>Value</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market Value</FONT><FONT><BR>as Percentage</FONT><FONT><BR>of Net Assets</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Forbes Energy Services Ltd.</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>03/11/2014</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>222</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.00</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>%</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pinnacol Assurance8.625% due 06/25/2034</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/23/2014</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,600</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,935</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.22</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="32" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Westmoreland Mining Holdings LLC</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>03/26/2019</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.00</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="33" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="17" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,822</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,936</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.22%</FONT></P>
                        </TD>
                        <TD colspan="6">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>BORROWINGS AND OTHER FINANCING TRANSACTIONS</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(k)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">REPURCHASE AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Lending</FONT><FONT><BR>Rate</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Settlement</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Maturity</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Principal</FONT><FONT><BR>Amount</FONT></P>
                        </TD>
                        <TD colspan="45" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 4.319999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Collateralized By</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Collateral</FONT><FONT><BR>(Received)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Repurchase</FONT><FONT><BR>Agreements,</FONT><FONT><BR>at Value</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Repurchase</FONT><FONT><BR>Agreement</FONT><FONT><BR>Proceeds</FONT><FONT><BR>to be</FONT><FONT><BR>Received</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>FICC</FONT></P>
                        </TD>
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.000% </FONT></P>
                        </TD>
                        <TD colspan="4">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/01/2020</FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="13">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 46.98pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,489</FONT></P>
                        </TD>
                        <TD colspan="45">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 4.319999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Treasury Inflation Protected Securities 1.125% due 01/15/2021</FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="13">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(4,581)</FONT></P>
                        </TD>
                        <TD colspan="8">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="10">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,489</FONT></P>
                        </TD>
                        <TD colspan="8">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,489</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>RDR</FONT></P>
                        </TD>
                        <TD colspan="6">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.000 </FONT></P>
                        </TD>
                        <TD colspan="4">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/01/2020</FONT></P>
                        </TD>
                        <TD colspan="7">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 46.98pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19,500</FONT></P>
                        </TD>
                        <TD colspan="45">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 4.319999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Treasury Notes 1.625% due 05/15/2026</FONT></P>
                        </TD>
                        <TD colspan="7" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="13" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(19,966)</FONT></P>
                        </TD>
                        <TD colspan="8" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19,500</FONT></P>
                        </TD>
                        <TD colspan="8" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>19,500</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="44" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Repurchase Agreements</FONT></P>
                        </TD>
                        <TD colspan="44" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; ">&nbsp;</P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(24,547)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">23,989</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 38.34pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">23,989</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>REVERSE REPURCHASE AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Borrowing Rate</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Settlement Date</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Maturity Date</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Amount</FONT><FONT><BR>Borrowed</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Payable for</FONT><FONT><BR>Reverse</FONT><FONT><BR>Repurchase</FONT><FONT><BR>Agreements</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>BPS</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>(0.300)% </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/11/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/11/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(331)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(366)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>(0.200) </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/11/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/11/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,215)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,339)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>(0.150) </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/17/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,992)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(4,402)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.950 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/16/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(871)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,084)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.950 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(9,315)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(9,319)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.980 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/17/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(4,609)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,727)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.000 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/05/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,767)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,768)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.250 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/12/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,171)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,173)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.250 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,755)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,756)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.300 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/10/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/14/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(13,555)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(13,565)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.300 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/12/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,936)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,937)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.300 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,369)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,370)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.340 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/05/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(21,533)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(21,554)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.350 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,616)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,617)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.400 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(41)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(41)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
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                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.450 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/05/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/07/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,481)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,484)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.450 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/17/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/16/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(7,577)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(7,581)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.450 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/20/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/17/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(16,410)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(16,417)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.480 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/12/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,182)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,186)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.500 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/12/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(328)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(328)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.550 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/19/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/20/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(347)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(347)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.550 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/28/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(592)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(592)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.650 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/05/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/07/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,120)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,121)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.750 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/23/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/22/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,758)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,759)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.750 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/28/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,745)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,746)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.800 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/28/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(24)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(24)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.850 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/28/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,094)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,095)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.966 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/05/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,000)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,003)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.000 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/23/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/22/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(599)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(599)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.000 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/22/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,864)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,866)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.050 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/04/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,260)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,262)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.784 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/10/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/09/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(12,649)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(12,729)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.788 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/13/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/13/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,907)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,943)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>BRC</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.500 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/18/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/22/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,293)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,295)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.763 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/03/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/01/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(7,596)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(7,648)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>3.443 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/01/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/01/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,862)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,862)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>CEW</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.750 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/16/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/13/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,234)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5,238)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>CIB</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.300 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/24/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/23/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(15,634)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(15,639)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.340 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/04/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(9,578)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(9,588)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>CSG</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.500 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/05/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,024)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,025)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.500 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(819)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(819)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>FOB</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.350 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/05/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(841)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(842)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.750 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TBD</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(829)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(829)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>JPS</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>0.920 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/12/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/15/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,530)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,531)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>NOM</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.900 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/19/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/23/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(995)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(996)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>RTA</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.297 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>01/07/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/06/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,730)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,739)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>SOG</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.400 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/16/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/15/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(342)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(342)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>UBS</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.200 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/06/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(401)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(401)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.300 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/16/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/15/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,965)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,966)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>1.750 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/20/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/20/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,264)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,266)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.100 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>03/26/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/24/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(148)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(148)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>2.100 </FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>04/03/2020</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/01/2020</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(313)</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(313)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Reverse Repurchase Agreements</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; ">&nbsp;</P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="25" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; ">&nbsp;</P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(195,587)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(l)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Securities with an aggregate market value of $200,640 and cash of $14,242 have been pledged as collateral under the terms of master agreements as of March 31, 2020.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>The average amount of borrowings outstanding during the period ended March 31, 2020 was $(223,742) at a weighted average interest rate of 2.388%.  Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Open maturity reverse repurchase agreement.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(m)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SWAP AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>INTEREST RATE SWAPS</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="105" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="35" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; text-decoration-style: solid; text-decoration-line: underline; ">                                    <U>
Variation Margin
                                    </U></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay/</FONT><FONT><BR>Receive</FONT><FONT><BR>Floating Rate</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Floating Rate Index</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Fixed Rate</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Payment</FONT><FONT><BR>Frequency</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Maturity</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Notional</FONT><FONT><BR>Amount</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Premiums</FONT><FONT><BR>Paid/</FONT><FONT><BR>(Received)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market</FONT><FONT><BR>Value</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Asset</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Liability</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month CAD-Bank Bill</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3.300%</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/19/2024</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>CAD</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11,200</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>624</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>196</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>820</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(11)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month CAD-Bank Bill</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3.500</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/20/2044</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,800</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(534)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(655)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,189)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>70</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.500</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/18/2021</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25,000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>64</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(626)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(562)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(6)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3.000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/19/2022</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>97,400</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,088)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,278)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(6,366)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(76)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3.000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/19/2024</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>32,500</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,241)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,491)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,732)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(7)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.500</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/18/2024</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14,000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>46</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(774)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(728)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2.000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/20/2025</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,400</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>399</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,092)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(693)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3.000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>06/19/2029</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>65,000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,159</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9,012</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14,171</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(314)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Pay</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.500</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/18/2029</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(107)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>668</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>561</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(37)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2.000</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>01/15/2050</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,400</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(32)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,283)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,315)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>129</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.625</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>01/16/2050</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9,600</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(18)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,861)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,879)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>270</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.750</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>01/22/2050</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11,600</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(43)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,628)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,671)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>331</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.625</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>02/03/2050</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,900</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,352)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,353)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>194</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>3-Month USD-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.875</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>02/07/2050</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,400</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(366)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(371)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6-Month EUR-EURIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.260</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>09/06/2024</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34,800</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(998)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(992)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Receive</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>6-Month GBP-LIBOR</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.750</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Semi-Annual</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>03/18/2050</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,500</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>128</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(491)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(363)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(23)</FONT></P>
                        </TD>
                        <TD colspan="2">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="48" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Swap Agreements</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">1,357</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(8,019)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(6,662)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">1,036</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(476)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Cash of $7,329 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2020.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(n)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
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                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="12.06pt" style="width: 12.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>FORWARD FOREIGN CURRENCY CONTRACTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="80" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="60" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; text-decoration-style: solid; text-decoration-line: underline; ">                                    <U>
Unrealized Appreciation/(Depreciation)
                                    </U></FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Settlement</FONT><FONT><BR>Month</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Currency to</FONT><FONT><BR>be Delivered</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Currency to</FONT><FONT><BR>be Received</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Asset</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Liability</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>BPS</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>CAD</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>392</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>290</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,025</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,369</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>38</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TRY</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,274</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>359</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>9,282</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,346</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(103)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4,204</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,473</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>110</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>441</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TRY</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,723</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(31)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>05/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>477</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>430</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>BRC</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>699</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>856</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(12)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>404</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>368</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23,075</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18,873</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>367</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>05/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18,873</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23,090</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(368)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>BSH</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>05/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,996</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>MXN</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>58,756</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(530)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>CBK</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>CAD</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>177</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>130</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14,328</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>15,784</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>64</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(82)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>817</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,065</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>51</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>PEN</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,743</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>521</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TRY</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>571</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>87</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,519</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,330</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>51</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,650</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,944</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>42</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(36)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>667</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>PEN</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,374</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>DUB</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>PEN</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>249</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>71</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>GLM</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TRY</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>455</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>72</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>516</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>478</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>463</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>PEN</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,644</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>16</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,052</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>RUB</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>195,242</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(571)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>06/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>238</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>CLP</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>190,423</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(15)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>HUS</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>784</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>924</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(50)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>MXN</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>58,412</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,345</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(110)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>132</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>121</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>JPM</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>756</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>PEN</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,683</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>274</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TRY</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,699</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(18)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>MYI</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TRY</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>920</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>145</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>67</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>TRY</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>414</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(5)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>SCX</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>RUB</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>194,658</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,486</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>05/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,574</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>6,124</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(32)</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>SOG</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>GBP</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23,689</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30,542</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,117</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>UAG</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>04/2020 </FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="20" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>147</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>EUR</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>136</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="3">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="80" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Forward Foreign Currency Contracts</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">2,018</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(1,972)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>PURCHASED OPTIONS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>OPTIONS ON SECURITIES</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Description</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Strike</FONT><FONT><BR>Price</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Expiration</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Notional</FONT><FONT><BR>Amount</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Cost</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Market</FONT><FONT><BR>Value</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>DUB</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 3.000% due 04/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>72.000</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,000</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 3.500% due 04/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>73.000</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>38,000</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 4.000% due 04/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>74.500</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>45,700</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>FAR</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 2.500% due 04/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>60.000</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>189,000</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 2.500% due 05/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>62.000</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/06/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18,200</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 3.000% due 05/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>69.500</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/06/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>34,100</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 3.500% due 04/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>72.500</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,000</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 4.000% due 04/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>76.500</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>04/08/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,000</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>JPM</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Ginnie Mae 4.000% due 05/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>75.000</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/06/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20,000</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 2.500% due 05/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>71.000</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/06/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>53,100</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="28" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Put - OTC Uniform Mortgage-Backed Security, TBA 3.000% due 05/01/2050 </FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>72.000</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>05/06/2020</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>25,000</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="94" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Purchased Options</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="23" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">17</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
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                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>SWAP AGREEMENTS:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - SELL PROTECTION</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="116" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="24" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 7.0pt; text-decoration-style: solid; text-decoration-line: underline; ">                                    <U>
Swap Agreements, at Value
                                    </U></FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(5)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Counterparty</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Reference Entity</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Fixed </FONT><FONT><BR>Receive Rate</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Payment</FONT><FONT><BR>Frequency</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Maturity</FONT><FONT><BR>Date</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Implied</FONT><FONT><BR>Credit Spread at</FONT><FONT><BR>March 31, 2020</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(3)</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Notional</FONT><FONT><BR>Amount</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(4)</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Premiums</FONT><FONT><BR>Paid/(Received)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Asset</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Liability</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>JPM</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Russia Government International Bond </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1.000%</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT> Quarterly</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>12/20/2020</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 84.66pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0.979%</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 50.10pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>200</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(23)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="77" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Total Swap Agreements</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(23)</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">23</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="12" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">$</FONT></P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">0</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">(o)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Securities with an aggregate market value of $1,145 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2020.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(1)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Notional Amount represents the number of contracts.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(3)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on 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'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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(4)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(5)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; margin-bottom: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>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 underlying referenced instrument'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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="margin-top: 14.4pt; margin-bottom: 7.2pt; font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; "><FONT>FAIR VALUE MEASUREMENTS</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">The following is a summary of the fair valuations according to the inputs used as of March 31, 2020 in valuing the Fund's assets and liabilities</FONT><FONT>:</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Category and Subcategory</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Level 1</FONT></P>
                        </TD>
                        <TD colspan="22" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Level 2</FONT></P>
                        </TD>
                        <TD colspan="21" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Level 3</FONT></P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Fair Value</FONT><FONT><BR>at 03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-size: 12.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-weight: bold; font-size: 7.0pt; ">Investments in Securities, at Value</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Loan Participations and Assignments</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>24,</FONT><FONT>766</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,789</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>27,555</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Corporate Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Banking &amp; Finance</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>17,086</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,935</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20,021</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>46,990</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>206</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>47,196</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Utilities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11,198</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11,198</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Convertible Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Utilities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Municipal Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Illinois</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>163</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>163</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>West Virginia</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,633</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,633</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Government Agencies</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>467,463</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>467,463</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Non-Agency Mortgage-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>74,800</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>74,800</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Asset-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>26,378</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14,458</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>40,836</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Sovereign Issues</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,926</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>5,926</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Common Stocks</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Communication Services</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>305</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>306</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Consumer Discretionary</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>187</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>187</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Warrants</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Communication Services</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>765</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>765</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Preferred Securities</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Banking &amp; Finance</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,612</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,612</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>115</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>115</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Real Estate Investment Trusts</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Real Estate</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>736</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>736</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Short-Term Instruments</FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Repurchase Agreements</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23,989</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>23,989</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>U.S. Treasury Bills</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,919</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>7,919</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Total Investments</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,228</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>717,806</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20,390</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>739,424</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Financial Derivative Instruments - Assets </FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Exchange-traded or centrally cleared</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,036</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,036</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Over the counter</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,018</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,018</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,054</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,054</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="132" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Financial Derivative Instruments - Liabilities </FONT></P>
                        </TD>
                        <TD colspan="13">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Exchange-traded or centrally cleared</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(476)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(476)</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Over the counter</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,972)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,972)</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,448)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,448)</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                </TABLE>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <TABLE width="676.08pt" style="width: 676.08pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="556.32pt" style="width: 556.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="119.76pt" style="width: 119.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 13.0pt; ">Schedule of Investments  </FONT><FONT style="font-size: 13.0pt; ">PIMCO Strategic Income Fund, Inc.</FONT><FONT style="font-size: 11pt; vertical-align: super; ">  </FONT><FONT style="font-size: 13.0pt; ">(Cont.)</FONT></P>
                        </TD>
                        <TD style="background-color: white; vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">March 31, 2020</FONT><FONT style="font-size: 8.0pt; "> </FONT></P>
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.0pt; ">(Unaudited)</FONT></P>
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <TABLE width="691.20pt" style="width: 691.20pt; table-layout: fixed; border-collapse: collapse; ">
                    <TR>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="16.44pt" style="width: 16.44pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
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                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="23.34pt" style="width: 23.34pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.96pt" style="width: 6.96pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        </TD>
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="11.22pt" style="width: 11.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="13.80pt" style="width: 13.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="13.86pt" style="width: 13.86pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="20.76pt" style="width: 20.76pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
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                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.42pt" style="width: 3.42pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.06pt" style="width: 6.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="18.12pt" style="width: 18.12pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.22pt" style="width: 5.22pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="12.06pt" style="width: 12.06pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.74pt" style="width: 7.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="3.48pt" style="width: 3.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="9.48pt" style="width: 9.48pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="6.90pt" style="width: 6.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="10.38pt" style="width: 10.38pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="15.54pt" style="width: 15.54pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.90pt" style="width: 0.90pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.58pt" style="width: 2.58pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="1.74pt" style="width: 1.74pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="4.32pt" style="width: 4.32pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="2.64pt" style="width: 2.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="5.16pt" style="width: 5.16pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="34.56pt" style="width: 34.56pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="8.64pt" style="width: 8.64pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.00pt" style="width: 0.00pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="0.84pt" style="width: 0.84pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="7.80pt" style="width: 7.80pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                        <TD width="17.28pt" style="width: 17.28pt; border: 0; margin: 0; padding: 0; height: 0; ">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Total Financial Derivative Instruments</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>606</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>606</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="41" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Totals</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1,228</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>718,412</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>20,390</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 69.12pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>740,030</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 77.76pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2020:</FONT><FONT><BR></FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Category and Subcategory</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Beginning</FONT><FONT><BR>Balance</FONT><FONT><BR>at 06/30/2019</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net</FONT><FONT><BR>Purchases</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> </FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net</FONT><FONT><BR>Sales/Settlement</FONT><FONT>s</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Accrued</FONT><FONT><BR>Discounts/</FONT><FONT><BR>(Premiums)</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Realized</FONT><FONT><BR>Gain/(Loss)</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net Change in</FONT><FONT><BR>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> (1)</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Transfers into</FONT><FONT><BR>Level 3</FONT></P>
                        </TD>
                        <TD colspan="19" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Transfers out</FONT><FONT><BR>of Level 3</FONT></P>
                        </TD>
                        <TD colspan="16" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Ending</FONT><FONT><BR>Balance</FONT><FONT><BR>at 03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="13" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Net Change in</FONT><FONT><BR>Unrealized</FONT><FONT><BR>Appreciation/</FONT><FONT><BR>(Depreciation)</FONT><FONT><BR>on Investments</FONT><FONT><BR>Held at</FONT><FONT><BR>03/31/2020</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; "> (1)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Investments in Securities, at Value</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Loan Participations and Assignments</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,</FONT><FONT>705</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>8,001</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(3,8</FONT><FONT>94</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>11</FONT><FONT>3</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(874)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(2,536)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2</FONT><FONT>69</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(1,99</FONT><FONT>5</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,78</FONT><FONT>9</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(290)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Corporate Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="137">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Banking &amp; Finance</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,685</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>250</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,935</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>250</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>29</FONT><FONT>8</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>4</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(96)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>206</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(96)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Asset-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>18,27</FONT><FONT>6</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(6,98</FONT><FONT>3</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>3,165</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>14,458</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>(6,982)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Common Stocks</FONT></P>
                        </TD>
                        <TD colspan="137">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Telecommunication Services</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="3" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>0</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Totals</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>24,6</FONT><FONT>67</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>8,</FONT><FONT>299</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(3,8</FONT><FONT>94</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="7" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>11</FONT><FONT>7</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(874)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="9" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(9,36</FONT><FONT>5</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>3,4</FONT><FONT>35</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(1,99</FONT><FONT>5</FONT><FONT>)</FONT></P>
                        </TD>
                        <TD colspan="6" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="10" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>20,3</FONT><FONT>90</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="5" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>(7,118)</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT><BR></FONT><FONT style="font-weight: bold; ">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:</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="104" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>(% Unless Noted Otherwise)</FONT></P>
                        </TD>
                        <TD colspan="5">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="15" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Category and Subcategory</FONT></P>
                        </TD>
                        <TD colspan="11" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Ending</FONT><FONT><BR>Balance</FONT><FONT><BR>at 03/31/2020</FONT></P>
                        </TD>
                        <TD colspan="37" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Valuation Technique</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Unobservable Inputs</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="border-top:  0.50pt solid black; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Input Value(s)</FONT><FONT><BR>(% Unless Noted Otherwise)</FONT></P>
                        </TD>
                        <TD colspan="8" style="border-top:  0.50pt solid black; vertical-align: bottom; border-bottom: 1pt dotted; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: center; margin-top: 0; margin-bottom: 0; "><FONT>Weighted Average%</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; ">Investments in Securities, at Value</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Loan Participations and Assignments</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,7</FONT><FONT>89</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Third Party Vendor</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Broker Quote</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>63.000 - 100.250 </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>86.524</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Corporate Bonds &amp; Notes</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Banking &amp; Finance</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>2,935</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Reference Instrument</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Option Adjusted Spread</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>538.500 bps</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>206</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Asset-Backed Securities</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>916</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>13,542</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Proxy Pricing</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>Base Price</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>30.491 - 72,245.980 </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>22,954.129</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="141" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Common Stocks</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Industrials</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
                        </TD>
                        <TD colspan="14" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>Telecommunication Services</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>1</FONT></P>
                        </TD>
                        <TD colspan="36" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 17.279999999999998pt; margin-top: 0; margin-bottom: 0; "><FONT>Other Valuation Techniques</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="39" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; padding-left: 8.639999999999999pt; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT></P>
                        </TD>
                        <TD colspan="2" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
                        </TD>
                        <TD colspan="29" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212;</FONT><FONT> </FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; ">
                            <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT>&#8212; </FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="15" style="vertical-align: bottom; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; "><FONT>Total</FONT></P>
                        </TD>
                        <TD colspan="4" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; "><FONT>$</FONT></P>
                        </TD>
                        <TD colspan="8" style="vertical-align: bottom; border-bottom: 1pt solid; ">
                            <P style="margin-top: 1.2pt; margin-bottom: 1.2pt; font-family: Arial, sans-serif; font-size: 7.0pt; max-width: 44.04pt; text-align: right; "><FONT>20,3</FONT><FONT>90</FONT></P>
                        </TD>
                        <TD colspan="118">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">1</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT>Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2020 may be due to an investment no longer held or categorized as Level 3 at period end.</FONT></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                    <TR style="vertical-align: top; ">
                        <TD colspan="3">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 5pt; vertical-align: super; ">(2)</FONT></P>
                        </TD>
                        <TD colspan="138" style="vertical-align: bottom; ">
                            <P style="margin-top: 4.8pt; font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 0; "><FONT>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></P>
                        </TD>
                        <TD colspan="4">
                        </TD>
                    </TR>
                </TABLE>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT>&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <DIV style="page-break-after: always; border-bottom: 1pt solid black; ">
            <P></P>
        </DIV>
    </DIV>

<DIV style=" page-break-before: always;"><P style=" margin: 0pt; font-size: 5pt;">&#8203;</P></DIV>
 <DIV style="font-family: Times New Roman, Times, serif; ">
        <DIV style="margin: auto; width: 734.40pt; padding: 36pt 0; ">
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 43.20pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">Notes to Financial Statements</FONT><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; color: #365585; font-size: 13.0pt; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT><FONT style="font-family: Arial, sans-serif; color: #365585; font-size: 13.0pt; ">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 10.00pt 32.82pt 17.28pt 32.82pt; min-height: 864.00pt; position: relative; ">
                <P style="font-family: Times New Roman, Times, serif; font-size: 8.5pt; margin-bottom: 4.319999999999999pt; font-weight: bold; color: #365585; margin-top: 0; "><FONT style="color: black; ">1</FONT><FONT style="color: black; ">. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS</FONT><FONT style="color: black; font-size: 12.0pt; "> </FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-bottom: 9.6pt; margin-top: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">(</FONT><FONT style="font-weight: bold; font-size: 8.5pt; ">a) Investment Valuation Policies </FONT><FONT> </FONT><FONT style="font-size: 8.5pt; ">The net asset value (&#8220;NAV&#8221;) of the Fund's shares is determined by dividing the total value of portfolio investments and other assets attributable to </FONT><FONT style="font-size: 8.5pt; ">the</FONT><FONT style="font-size: 8.5pt; "> Fund less any liabilities by the total number of shares outstanding of the Fund.</FONT><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; "> </FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">On each day that the New York Stock Exchange (&#8220;NYSE&#8221;) is open,</FONT><FONT style="font-size: 8.5pt; "> Fund shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) (&#8220;NYSE Close&#8221;). 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 (&#8220;SEC&#8221;).</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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's approved </FONT><FONT style="font-size: 8.5pt; ">p</FONT><FONT style="font-size: 8.5pt; ">ricing </FONT><FONT style="font-size: 8.5pt; ">s</FONT><FONT style="font-size: 8.5pt; ">ervices, quotation reporting systems and other third-party sources (together, &#8220;Pricing Services&#8221;). 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. </FONT><FONT style="font-size: 8.5pt; ">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 (&#8220;PIMCO&#8221; or the &#8220;Manager&#8221;) 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's investments in open-end management investment companies, other than exchange-traded funds ("ETFs"), are valued at the NAVs of such investments.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">If a foreign (non-U.S.) equity security&#8217;s value has materially changed after the close of the security&#8217;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</FONT><FONT style="font-size: 8.5pt; "> of Trustees (the &#8220;Board&#8221;).</FONT><FONT style="font-size: 8.5pt; "> 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</FONT><FONT style="font-size: 8.5pt; "> </FONT><FONT style="font-size: 8.5pt; ">foreign (non-U.S.)</FONT><FONT style="font-size: 8.5pt; "> securities. For these purposes, any movement in the applicable reference index or instrument (&#8220;zero trigger&#8221;) relating to the </FONT><FONT style="font-size: 8.5pt; ">foreign (non-U.S.)</FONT><FONT style="font-size: 8.5pt; "> 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's portfolio investments being affected when shareholders are unable to buy or sell shares.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">Senior secured floating rate loans for which an active secondary market exists to a reliable degree </FONT><FONT style="font-size: 8.5pt; ">are 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 are 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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'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</FONT><FONT style="font-size: 8.5pt; "> 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's next calculated NAV.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 (&#8220;Broker Quotes&#8221;), Pricing Services&#8217; 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'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</FONT><FONT style="font-size: 8.5pt; ">,</FONT><FONT style="font-size: 8.5pt; "> to the Manager</FONT><FONT style="font-size: 8.5pt; ">, the responsibility for monitoring significant events that may materially affect the values of the Fund'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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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&#8217;s policy is intended to result in a calculation of the Fund&#8217;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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">(b) Fair Value Hierarchy  </FONT><FONT style="font-size: 8.5pt; ">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.</FONT><FONT style="font-size: 8.5pt; "> It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, </FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 13.0pt; ">Notes to Financial Statements </FONT><FONT style="font-family: Arial, sans-serif; font-size: 8.0pt; ">(Cont.)</FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&#8226; Level 1 &#8212; Quoted prices in active markets or exchanges for identical assets and liabilities.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-style: italic; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&#8226; Level 2 &#8212; 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&#8226; Level 3 &#8212; 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 </FONT><FONT style="font-size: 8.5pt; ">P</FONT><FONT style="font-size: 8.5pt; ">ricing </FONT><FONT style="font-size: 8.5pt; ">S</FONT><FONT style="font-size: 8.5pt; ">ervices (Level 2) to the use of a </FONT><FONT style="font-size: 8.5pt; ">B</FONT><FONT style="font-size: 8.5pt; ">roker </FONT><FONT style="font-size: 8.5pt; ">Q</FONT><FONT style="font-size: 8.5pt; ">uote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by </FONT><FONT style="font-size: 8.5pt; ">P</FONT><FONT style="font-size: 8.5pt; ">ricing </FONT><FONT style="font-size: 8.5pt; ">S</FONT><FONT style="font-size: 8.5pt; ">ervices or other valuation techniques which utilize significant observable inputs. 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 Schedule of Investments for the Fund</FONT><FONT style="font-size: 8.5pt; ">.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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'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 </FONT><FONT style="font-size: 8.5pt; ">Schedule of Investments for the Fund.</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">(</FONT><FONT style="font-weight: bold; font-size: 8.5pt; ">c) Valuation Techniques and the Fair Value Hierarchy</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">Level 1 and Level 2 trading assets and trading liabilities, at fair value </FONT><FONT style="font-size: 8.5pt; ">The valuation methods (or &#8220;techniques&#8221;) 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 </FONT><FONT style="font-size: 8.5pt; ">non-U.S.</FONT><FONT style="font-size: 8.5pt; "> bonds are normally valued </FONT><FONT style="font-size: 8.5pt; ">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' 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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><FONT style="font-size: 8.5pt; ">  </FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts</FONT><FONT style="font-size: 8.5pt; "> 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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 </FONT><FONT style="font-size: 8.5pt; ">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, London Interbank Offered Rate forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.</FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; text-align: right; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Arial, sans-serif; font-size: 8.0pt; ">March 31, 2020 (Unaudited)</FONT></P>
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                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-weight: bold; font-size: 8.5pt; ">Level 3 trading assets and trading liabilities, at fair value </FONT><FONT style="font-size: 8.5pt; ">When a fair valuation method is applied by </FONT><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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</FONT><FONT style="font-size: 8.5pt; ">s</FONT><FONT style="font-size: 8.5pt; "> 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Times New Roman, Times, serif; font-size: 8.5pt; margin-bottom: 4.319999999999999pt; font-weight: bold; color: #365585; margin-top: 0; "><FONT style="color: black; ">2</FONT><FONT style="color: black; ">. FEDERAL INCOME TAX MATTERS</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the &#8220;Code&#8221;) 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">In accordance with U.S. GAAP, </FONT><FONT style="font-size: 8.5pt; ">the Manager has reviewed the Fund's tax positions for all open tax years. As of March 31, 2020, 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-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-family: Times New Roman, Times, serif; font-size: 12.0pt; ">&nbsp;</FONT></P>
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; "><FONT style="font-size: 8.5pt; ">The</FONT><FONT style="font-size: 8.5pt; "> Fund files U.S. federal, state, and local tax returns as required. The Fund'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><FONT style="font-family: Times New Roman, Times, serif; font-size: 8.5pt; "> </FONT></P>
            </DIV>
            <DIV style="width: 668.76pt; padding: 0 32.82pt 0 32.82pt; height: 25.92pt; ">
                <P style="font-family: Arial, sans-serif; font-size: 7.0pt; margin-top: 0; margin-bottom: 0; ">&nbsp;</P>
            </DIV>
        </DIV>
        <div style="page-break-after: always; border-bottom: 1pt solid black; ">
            <p></p>
        </div>
      	  <div style="margin: auto; padding: 36pt 0;">
	  <p style="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt;">&nbsp;</p>

<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="border-collapse: collapse; width: 100%; width: 100%">
<TR>
    <TD NOWRAP COLSPAN="7" VALIGN="BOTTOM" STYLE="padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Glossary:
                                         (abbreviations that may be used in the preceding statements)</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="text-align: right; margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">(Unaudited)</FONT></P>   </TD>  </TR>
<TR>
    <TD COLSPAN="7" STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 7%"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 1%"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt; width: 20%"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 1%"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 8%"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 1%"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt; width: 25%"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 1%"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 8%"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt; width: 1%"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt; width: 27%"></TD>  </TR>
<TR>
    <TD COLSPAN="3" STYLE="white-space: nowrap; vertical-align: bottom; border-top-style: none; border-right-style: none; border-bottom: black 1pt solid; padding: 0pt 5.4pt; border-left-style: none"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Counterparty
                                         Abbreviations:</B></FONT></P>

</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BPS</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">BNP
                                         Paribas S.A.</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>FAR</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Wells
                                         Fargo Bank National Association</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>NOM</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Nomura
                                         Securities International Inc.</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BRC</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Barclays
                                         Bank PLC</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>FICC</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Fixed
                                         Income Clearing Corporation </FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>RDR</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">RBC
                                         Capital Markets LLC</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BSH</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Banco
                                         Santander S.A. - New York Branch</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>FOB</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Credit
                                         Suisse Securities (USA) LLC</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>RTA</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">RBC
                                         (Barbados) Trading Bank Corp.</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CBK</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Citibank
                                         N.A.</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>GLM</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Goldman
                                         Sachs Bank USA</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>SCX</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Standard
                                         Chartered Bank, London</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CEW</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Canadian
                                         Imperial Bank of Commerce</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>HUS</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">HSBC
                                         Bank USA N.A.</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>SOG</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Societe
                                         Generale Paris</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CIB</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Canadian
                                         Imperial Bank of Commerce</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>JPM</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">JP
                                         Morgan Chase Bank N.A.</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>UAG</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">UBS
                                         AG Stamford</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CSG</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Credit
                                         Suisse AG Cayman</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>JPS</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">J.P.
                                         Morgan Securities LLC</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>UBS</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">UBS
                                         Securities LLC</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>DUB</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Deutsche
                                         Bank AG</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>MYI</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Morgan
                                         Stanley &amp; Co. International PLC</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD COLSPAN="3" STYLE="white-space: nowrap; vertical-align: bottom; border-top-style: none; border-right-style: none; border-bottom: black 1pt solid; padding: 0pt 5.4pt; border-left-style: none"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Currency
                                         Abbreviations:</B></FONT></P>

</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>ARS</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Argentine
                                         Peso</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>GBP</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">British
                                         Pound</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>RUB</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Russian
                                         Ruble</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CAD</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Canadian
                                         Dollar</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>MXN</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Mexican
                                         Peso</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>TRY</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Turkish
                                         New Lira</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>CLP</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Chilean
                                         Peso</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>PEN</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Peruvian
                                         New Sol</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>USD
                                         (or $)</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">United
                                         States Dollar</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>EUR</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Euro</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD COLSPAN="3" STYLE="white-space: nowrap; vertical-align: bottom; border-top-style: none; border-right-style: none; border-bottom: black 1pt solid; padding: 0pt 5.4pt; border-left-style: none"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Exchange
                                         Abbreviations:</B></FONT></P>

</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>OTC</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Over
                                         the Counter</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD COLSPAN="3" STYLE="white-space: nowrap; vertical-align: bottom; border-top-style: none; border-right-style: none; border-bottom: black 1pt solid; padding: 0pt 5.4pt; border-left-style: none"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Index/Spread
                                         Abbreviations:</B></FONT></P>

</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>ARLLMONP</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Argentina
                                         Blended Policy Rate</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>LIBOR03M</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">3
                                         Month USD-LIBOR</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>US0003M</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">3
                                         Month USD Swap Rate</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BADLARPP</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Argentina
                                         Badlar Floating Rate Notes</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"></TD>  </TR>
<TR>
    <TD COLSPAN="3" STYLE="white-space: nowrap; vertical-align: bottom; border-top-style: none; border-right-style: none; border-bottom: black 1pt solid; padding: 0pt 5.4pt; border-left-style: none"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>Other&nbsp;
                                         Abbreviations:</B></FONT></P>

</TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A"><B>&nbsp;</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>
    <TD STYLE="vertical-align: bottom; border-bottom: #44546A 1pt solid; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt; color: #44546A">&nbsp;</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>ALT</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Alternate
                                         Loan Trust</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>LIBOR</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">London
                                         Interbank Offered Rate</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>TBA</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">To-Be-Announced</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>BABs</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Build
                                         America Bonds</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>PIK</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Payment-in-Kind</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>TBD</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">To-Be-Determined</FONT></P>   </TD>  </TR>
<TR>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>EURIBOR</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Euro
                                         Interbank Offered Rate</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>REMIC</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Real
                                         Estate Mortgage Investment Conduit</FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt"><B>TBD%</B></FONT></P>   </TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; padding: 0pt 5.4pt"></TD>
    <TD STYLE="vertical-align: bottom; padding: 0pt 5.4pt"><P STYLE="margin: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8.5pt">Interest
                                         rate to be determined when loan settles or at the time of funding</FONT></P>   </TD>  </TR>
</TABLE>

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<p style="margin-top: 3in; border-bottom: 1pt solid black">&nbsp;</p>

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